Function estimation via wavelet shrinkage for long-memory data
type: Item
instance of: scholarly article
title: Function estimation via wavelet shrinkage for long-memory data
zbMATH Open document ID: 0859.62042
author: Yazhen Wang
published in: The Annals of Statistics
publication date: 1997-04-08T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 42C40
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 950572
zbMATH Keywords: cross-validation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: function estimation
zbMATH Keywords: wavelet shrinkage
zbMATH Keywords: long-range dependence
zbMATH Keywords: fractional Gaussian noise model
zbMATH Keywords: nonparametric regression
zbMATH Keywords: minimax linear risk
zbMATH Keywords: optimal threshold
zbMATH Keywords: wavelet estimates
zbMATH Keywords: wavelet vaguelette decomposition
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1032894449
OpenAlex ID: W2047838040
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DOI: 10.1214/AOS/1032894449
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description: scientific article; zbMATH DE number 950572