Multivariate wavelet-based shape-preserving estimation for dependent observations

DOI10.3150/07-BEJ5066zbMath1127.62030OpenAlexW2138238222MaRDI QIDQ2465264

Antonio Cosma, Rainer von Sachs, Olivier Scaillet

Publication date: 9 January 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/07-bej5066

zbMATH Keywords

conditional quantiletime seriesB-splinesmultivariate processshape preserving wavelet estimation

Mathematics Subject Classification ID

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