Nonparametric regression with warped wavelets and strong mixing processes

DOI10.1007/s10463-021-00789-0OpenAlexW3138084708MaRDI QIDQ825064

Luz M. Gómez, Rogério F. Porto, Pedro Alberto Morettin

Publication date: 17 December 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00789-0

zbMATH Keywords

waveletstationary processnonparametric regression\(\alpha\)-mixingwarped wavelets

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items

Estimation of nonparametric regression models by wavelets

Uses Software

• wavethresh

Cites Work

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