@inproceedings{e8c51c2dd42344b6a9b732826c1e1ccc,
title = "The use of wavelets for spectral density estimation with local bandwidth adaptation",
abstract = "We consider the problem of estimating the spectral density of a discrete-time, wide-sense stationary, real, Gaussian random process from a set of 2N observations. Consistent estimates may be obtained by suitable processing of the empirical spectral density estimates (periodogram). Wavelet techniques can be used for combining information about the spectral density at different resolutions. We present an estimation technique based on the following two paradigms: large-sample model for the data; and inference on the wavelet coefficients of the log spectral density.",
author = "Pierre Moulin",
year = "1994",
doi = "10.1109/ISIT.1994.394931",
language = "English (US)",
isbn = "0780320158",
series = "IEEE International Symposium on Information Theory - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "40",
booktitle = "Proceedings - 1994 IEEE International Symposium on Information Theory, ISIT 1994",
address = "United States",
note = "1994 IEEE International Symposium on Information Theory, ISIT 1994 ; Conference date: 27-06-1994 Through 01-07-1994",
}