A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence

DOI10.1155/2014/403764zbMath1307.62103OpenAlexW2005502799WikidataQ59061374 ScholiaQ59061374MaRDI QIDQ2260580

Christophe Chesneau

Publication date: 11 March 2015

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/403764

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Nonparametric regression with warped wavelets and strong mixing processes ⋮ Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ On the integrated mean squared error of wavelet density estimation for linear processes ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ Regression estimation under strong mixing data

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