Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process

DOI10.1080/03610920701653003zbMath1318.62130OpenAlexW2027488122MaRDI QIDQ5457967

Mahmoud Afshari, Hassan Doosti, Hossein Ali Niroumand

Publication date: 10 April 2008

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

Full work available at URL: https://doi.org/10.1080/03610920701653003

zbMATH Keywords

waveletsBesov spacemultiresolution analysisrandom designnonparametric curve estimationmixing stochastic process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (8)

Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ Nonlinear wavelet shrinkage estimator of nonparametric regularity regression function via cross-validation with simulation study ⋮ Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework ⋮ Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences ⋮ A new Bayesian wavelet thresholding estimator of nonparametric regression ⋮ Uniform convergence rates for wavelet curve estimation in sup-norm loss ⋮ A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence ⋮ Asymptotics for \(L_1\)-wavelet method for nonparametric regression

Cites Work

• Unnamed Item
• Unnamed Item
• Theory of function spaces II
• Density estimation in Besov spaces
• Nonparametric regression analysis of longitudinal data
• Wavelet regression for random or irregular design.
• On the computation of wavelet coefficients
• Random design wavelet curve smoothing
• Wavelets, approximation, and statistical applications
• On non-equally spaced wavelet regression
• Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
• Wavelet Methods for Curve Estimation
• Regularization of Wavelet Approximations
• Practical estimation of multivariate densities using wavelet methods
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression

This page was built for publication: Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process