Wavelet regression with correlated errors on a piecewise Hölder class

DOI10.1016/J.SPL.2008.03.015zbMath1256.62019OpenAlexW1994263707MaRDI QIDQ952869

Rogério F. Porto, Elisete C. Q. Aubin, Pedro Alberto Morettin

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.015

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 (7)

Wavelet estimation for factor models with time-varying loadings ⋮ Comparing non-stationary and irregularly spaced time series ⋮ Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals ⋮ Transfer function models with time-varying coefficients ⋮ Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions ⋮ Wavelet regression with correlated errors on a piecewise Hölder class ⋮ Estimation of nonparametric regression models by wavelets

Cites Work

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• Wavelet regression with correlated errors on a piecewise Hölder class
• Nonparametric regression with correlated errors.
• Wavelet shrinkage for nonequispaced samples
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage

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