This paper is devoted to the estimation of an unknown function f in the framework of a Gaussian white noise model. The noise process is represented by t→n1∫0tg(x)dBx, where the variance function g is assumed to be known. Adopting the maxiset point of view, we study the performance of two different hard thresholding estimators in Lp norm. In a first part, we expand f on a compactly supported wavelet basis {ψλ(.);λ∈Λ}. From this decomposition, we use some results about the heteroscedastic white noise model to construct a well adapted hard thresholding estimator and to exhibit the associated maxiset. In a second part, we introduce the classes of Muckenhoupt weights and we use this analytical tools to investigate the geometrical properties of warped wavelet basis {ψλ(T(.));λ∈Λ} in Lp norm. Expanding f on such a basis and considering the associated hard thresholding estimator, we investigate the maxiset properties under some assumptions on g. We finally apply this result to find an upper bound over weighted Besov spaces