Wavelet estimation in time-varying coefficient models

DOI10.1007/s10986-019-09440-1zbMath1431.62133OpenAlexW2943963097MaRDI QIDQ2332668

Beibei Ni, Chun-hua Zhu, Xing-Cai Zhou

Publication date: 4 November 2019

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-019-09440-1

zbMATH Keywords

asymptotic normalityconvergence ratewavelet estimationtime-varying coefficient model

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) General theory of stochastic processes (60G07)

Related Items (1)

Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors

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