Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures

DOI10.1142/S0219530521500032zbMath1483.42025OpenAlexW3126311111MaRDI QIDQ5016826

Xing-Cai Zhou, Shao-Gao Lv

Publication date: 13 December 2021

Published in: Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219530521500032

zbMATH Keywords

rate of convergencevarying coefficient modelswaveletrobust estimationlong-range dependent

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Data structures (68P05)

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