Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study

DOI10.1108/S0731-9053(2012)0000029011zbMath1453.62477OpenAlexW2475919726MaRDI QIDQ5133579

James B. Ramsey, Marco Gallegati

Publication date: 10 November 2020

Published in: Essays in Honor of Jerry Hausman (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000029011

zbMATH Keywords

waveletsMonte Carlo simulationsasymptotically efficient estimatorerrors-in variables

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Monte Carlo methods (65C05)

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