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M-estimation of wavelet variance

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  • Debashis Mondal
  • Donald Percival

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  • Debashis Mondal & Donald Percival, 2012. "M-estimation of wavelet variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 27-53, February.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:1:p:27-53
    DOI: 10.1007/s10463-010-0282-9
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    References listed on IDEAS

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    1. M. Mufakharul Islam, 1986. "Discussion," The Indian Economic & Social History Review, , vol. 23(2), pages 217-226, June.
    2. G. P. Nason & R. Von Sachs & G. Kroisandt, 2000. "Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 271-292.
    3. Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
    4. Stoev, Stilian & Taqqu, Murad S. & Park, Cheolwoo & Michailidis, George & Marron, J.S., 2006. "LASS: a tool for the local analysis of self-similarity," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2447-2471, May.
    5. Hong‐Ye Gao, 1997. "Choice of thresholds for wavelet shrinkage estimate of the spectrum," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(3), pages 231-251, May.
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