Wavelet estimation in time-varying coefficient time series models with measurement errors
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Publication:5160193
DOI10.1080/03610926.2017.1339801OpenAlexW2706836504MaRDI QIDQ5160193
Jin-Guan Lin, Ying-zhi Xu, Xing-Cai Zhou
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/10.1080/03610926.2017.1339801
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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