Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets

DOI10.1515/1941-1928.1067zbMath1266.62069OpenAlexW2318664978MaRDI QIDQ4928552

Rogério F. Porto, Elisete C. Q. Aubin, Pedro Alberto Morettin

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1941-1928.1067

Mathematics Subject Classification ID

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) Minimax procedures in statistical decision theory (62C20)

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