Wavelet-based estimators of multivariable mean regression function with long-memory data

DOI10.1080/03610926.2015.1112913OpenAlexW2414356988MaRDI QIDQ5160184

Yunzhu He, Dong Sheng Wu

Publication date: 28 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1112913

zbMATH Keywords

long-range dependencemean integrated squared errorpiecewise smoothnonlinear wavelet-based estimatormultivariable non parametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Nonparametric regression with long-range dependence
• Noncentral limit theorems for quadratic forms in random variables having long-range dependence
• Multiple Wiener-Ito integrals. With applications to limit theorems
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• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Wavelet-based estimators of mean regression function with long memory data
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• Ten Lectures on Wavelets

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