Wavelet regression in random design with heteroscedastic dependent errors

DOI10.1214/09-AOS684zbMath1369.62074arXiv0909.0384MaRDI QIDQ1043746

Marc Raimondo, Rafał Kulik

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.0384

zbMATH Keywords

waveletsthresholdinglong range dependenceadaptive estimationnonparametric regressionrandom designmaxisetwarped waveletsshape estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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