Errors-in-variables estimation with wavelets
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Publication:5300753
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
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)
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