On asymptotically optimal wavelet estimation of trend functions under long-range dependence
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Publication:408094
DOI10.3150/10-BEJ332zbMath1235.62124arXiv1203.0392MaRDI QIDQ408094
Publication date: 29 March 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.0392
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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Cites Work
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