Wavelet estimation of functional coefficient regression models
DOI10.1142/S0219691318500042zbMath1383.62120WikidataQ111288234 ScholiaQ111288234MaRDI QIDQ4603598
Chang Chiann, Michel H. Montoril, Pedro Alberto Morettin
Publication date: 16 February 2018
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
varying coefficient modelsnonlinear time series modelsfunctional autoregressive modelswarped waveletsDaubechies-Lagarias algorithmfather wavelets
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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