type="main" xml:id="jtsa12072-abs-0001"The problem of non-parametric spectral density estimation for discrete-time series in the presence of missing observations has a long history. In particular, the first consistent estimators of the spectral density have been developed at about the same time...

One of the common themes of the modern nonparametric functional estimation folklore is that the signal-in-white-noise model can serve as a prototype for nonparametric regression. In this note we give an example showing that it may not always be the case

The results of Hall et al. (1998, Ann. Statist. 26, 922-943) together with Efromovich (2000, Bernoulli) imply that a data-driven block shrinkage wavelet estimator, which mimics a sharp minimax linear oracle, is rate optimal over spatially inhomogeneous function spaces. This result does not...