Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum

Nason, Guy P., von Sachs, Rainer, Kroisandt, Gerald . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2000. 62 (2) :271-292

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@article{CIS-166407,
  Author = {Nason, Guy P. and von Sachs, Rainer and Kroisandt, Gerald},
  Title = {Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {62},
  Number = {2},
  Year = {2000},
  Pages = {271--292},
  Keywords = {Local stationarity, Non-stationary time series, non-linear wavelet shrinkage, wavelet periodogram}
}

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