Estimation of nonlinear autoregressive models using design-adapted wavelets
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Publication:816372
DOI10.1007/BF02507024zbMath1083.62085OpenAlexW2066219104MaRDI QIDQ816372
Véronique Delouille, Rainer von Sachs
Publication date: 10 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02507024
ARCH models\(\beta\)-mixing conditions\(l_2\)-risk of wavelet coefficientsautoregressive designbiorthogonal wavelet transform
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)
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