On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094): Difference between revisions

@@ Property / author @@
-Jan Beran
@@ Property / author: Jan Beran / rank @@
-Normal rank
@@ Property / author @@
+Jan Beran
@@ Property / author: Jan Beran / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C40
@@ Property / Mathematics Subject Classification ID: 42C40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6019036
@@ Property / zbMATH DE Number: 6019036 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean integrated squared error
@@ Property / zbMATH Keywords: mean integrated squared error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric regression
@@ Property / zbMATH Keywords: nonparametric regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+thresholding
@@ Property / zbMATH Keywords: thresholding / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trend estimation
@@ Property / zbMATH Keywords: trend estimation / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+wmtsa
@@ Property / describes a project that uses: wmtsa / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0392
@@ Property / arXiv ID: 1203.0392 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet Thresholding via A Bayesian Approach
@@ Property / cites work: Wavelet Thresholding via A Bayesian Approach / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet estimator of long-range dependent processes.
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845377
@@ Property / cites work: Q4845377 / rank @@
+Normal rank
@@ Property / cites work @@
+On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
+Normal rank
@@ Property / cites work @@
+SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
+Normal rank
@@ Property / cites work @@
+Local polynomial fitting with long-memory, short-memory and antipersistent errors
+Normal rank
@@ Property / cites work @@
+Some uses if cumulants in wavelet analysis
@@ Property / cites work: Some uses if cumulants in wavelet analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelets on the interval and fast wavelet transforms
+Normal rank
@@ Property / cites work @@
+Nonparametric regression under long-range dependent normal errors
+Normal rank
@@ Property / cites work @@
+Random-design regression under long-range dependent errors
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Ideal spatial adaptation by wavelet shrinkage
@@ Property / cites work: Ideal spatial adaptation by wavelet shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax estimation via wavelet shrinkage
@@ Property / cites work: Minimax estimation via wavelet shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+Q4328414
@@ Property / cites work: Q4328414 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapting to Unknown Smoothness via Wavelet Shrinkage
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+Q3339943
@@ Property / cites work: Q3339943 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310537
@@ Property / cites work: Q5310537 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
+Normal rank
@@ Property / cites work @@
+Nonparametric regression with long-range dependence
+Normal rank
@@ Property / cites work @@
+Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
+Normal rank
@@ Property / cites work @@
+Q4892521
@@ Property / cites work: Q4892521 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4882269
@@ Property / cites work: Q4882269 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4238465
@@ Property / cites work: Q4238465 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4363939
@@ Property / cites work: Q4363939 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean integrated squared error of nonlinear wavelet-based estimators with long memory data
+Normal rank
@@ Property / cites work @@
+Q4892528
@@ Property / cites work: Q4892528 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4488348
@@ Property / cites work: Q4488348 / rank @@
+Normal rank
@@ Property / cites work @@
+Bandwidth selection for kernel regression with long-range dependent errors
+Normal rank
@@ Property / cites work @@
+Large-sample inference for nonparametric regression with dependent errors
+Normal rank
@@ Property / cites work @@
+Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
+Normal rank
@@ Property / cites work @@
+Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
+Normal rank
@@ Property / cites work @@
+Weak convergence to fractional brownian motion and to the rosenblatt process
+Normal rank
@@ Property / cites work @@
+Q4256211
@@ Property / cites work: Q4256211 / rank @@
+Normal rank
@@ Property / cites work @@
+Function estimation via wavelet shrinkage for long-memory data
+Normal rank
@@ Property / cites work @@
+ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS
@@ Property / cites work: ON ESTIMATION OF LONG-MEMORY TIME SERIES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric regression with dependent errors
@@ Property / cites work: Nonparametric regression with dependent errors / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical analysis II. Transl. from the 4th Russian edition by Roger Cooke
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:408094