Wavelet Smoothing of Evolutionary Spectra by Nonlinear Thresholding
نویسندگان
چکیده
منابع مشابه
Wavelet smoothing of evolutionary spectra by non–linear thresholding
We consider wavelet estimation of the time–dependent (evolutionary) power spectrum of a locally stationary time series. Hereby, wavelets are used to provide an adaptive local smoothing of a short–time periodogram in the time–frequency plane. For this, in contrast to classical nonparametric (linear) approaches we use non–linear thresholding of the empirical wavelet coefficients. We show how thes...
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ژورنال
عنوان ژورنال: Applied and Computational Harmonic Analysis
سال: 1996
ISSN: 1063-5203
DOI: 10.1006/acha.1996.0021