A Note on Block-Thresholded Wavelet Estimators with Correlated Noise

DOI10.1080/03610920902846570zbMath1190.62086OpenAlexW2012067268MaRDI QIDQ3566557

Yimin Xiao, Linyuan Li

Publication date: 8 June 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902846570

zbMATH Keywords

rates of convergenceminimax estimationblock thresholdingnonlinear wavelet-based estimatorlong range dependence data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Numerical methods for wavelets (65T60)

Related Items (1)

The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors

Cites Work

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• Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ten Lectures on Wavelets

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