Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
From MaRDI portal
Publication:5960142
DOI10.1023/A:1017928823619zbMath0995.62092OpenAlexW1490229836MaRDI QIDQ5960142
Prakash N. Patil, Young K. Truong
Publication date: 11 April 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017928823619
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Related Items (12)
Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ On asymptotically optimal wavelet estimation of trend functions under long-range dependence ⋮ Wavelet estimation of conditional density with truncated, censored and dependent data ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Adaptive estimation of an additive regression function from weakly dependent data ⋮ Nonlinear wavelet estimator of the regression function under left-truncated dependent data ⋮ A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence ⋮ Mean integrated squared error of nonlinear wavelet-based estimators with long memory data ⋮ Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints ⋮ NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS ⋮ Bootstrap testing for discontinuities under long-range dependence ⋮ Nonlinear wavelet density estimation with censored dependent data
Uses Software
This page was built for publication: Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
