Estimation of nonlinear autoregressive models using design-adapted wavelets
type: Item
instance of: scholarly article
title: Estimation of nonlinear autoregressive models using design-adapted wavelets
zbMATH Open document ID: 1083.62085
DOI: 10.1007/BF02507024
author: Véronique Delouille
author: Rainer von Sachs
published in: Annals of the Institute of Statistical Mathematics
publication date: 2006-03-10T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 42C40
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 5011538
zbMATH Keywords: \(\beta\)-mixing conditions
zbMATH Keywords: ARCH models
zbMATH Keywords: biorthogonal wavelet transform
zbMATH Keywords: \(l_2\)-risk of wavelet coefficients
zbMATH Keywords: autoregressive design
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02507024
OpenAlex ID: W2066219104
description: scientific article; zbMATH DE number 5011538