Errors-in-variables estimation with wavelets

DOI10.1080/00949655.2010.495073zbMath1431.62375OpenAlexW2102574363MaRDI QIDQ5300753

Nikola Gradojevic, Ramazan Gençay

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.495073

zbMATH Keywords

persistenceerrors-in-variablesdiscrete wavelet transformationmaximum overlap wavelet transformation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (7)

Strong consistency of wavelet estimators for errors-in-variables regression model ⋮ Improving model performance with the integrated wavelet denoising method ⋮ Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area ⋮ Amplitude and phase synchronization of European business cycles: a wavelet approach ⋮ Estimation of long memory in volatility using wavelets ⋮ Time-varying persistence of inflation: evidence from a wavelet-based approach ⋮ On simple wavelet estimators of random signals and their small-sample properties

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