Wavelet-M-estimation for time-varying coefficient time series models

DOI10.1155/2020/1025452zbMath1459.62065OpenAlexW3081832896MaRDI QIDQ2004153

Xing-Cai Zhou, Fangxia Zhu

Publication date: 14 October 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/1025452

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework

Cites Work

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• Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
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