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Locally adaptive estimation of evolutionary wavelet spectra
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Document type | Article de périodique (Journal article) |
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Access type | Accès libre |
Publication date | 2008 |
Language | Anglais |
Journal information | "Annals of Statistics" - Vol. 36, no. 4, p. 1879–1924 (2008) |
Peer reviewed | yes |
Publisher | Institute of Mathematical Statistics ((United States) Hayward, Calif. [etc.]) |
issn | 0090-5364 |
Publication status | Publié |
Affiliations |
UCL
- EUEN/STAT - Institut de statistique UCL - EUEN/STAT - Institut de statistique |
Keywords | Local stationarity ; Nonstationary time series ; Wavelet spectrum ; Autocorrelation wavelet ; Change-point ; Pointwise adaptive estimation ; Quadratic form ; Regularization |
Links |
Bibliographic reference | Van Bellegem, Sébastien ; von Sachs, Rainer. Locally adaptive estimation of evolutionary wavelet spectra. In: Annals of Statistics, Vol. 36, no. 4, p. 1879–1924 (2008) |
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Permanent URL | http://hdl.handle.net/2078.1/23811 |