On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11203-013-9081-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1966297215 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust nonparametric estimation via wavelet median regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive wavelet estimation: A block thresholding and oracle inequality approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelets on the interval and fast wavelet transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression under long-range dependent normal errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random-design regression under long-range dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ten Lectures on Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ideal spatial adaptation by wavelet shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax estimation via wavelet shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: How to overcome the curse of long-memory errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimators of long-memory: Fourier versus wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression with heteroscedastic long memory errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression with long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4238464 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelets, approximation, and statistical applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4238465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4363939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet regression in random design with heteroscedastic dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3643282 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the minimax optimality of block thresholded wavelet estimators with long memory data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5192564 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3135829 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gaussian semiparametric estimation of long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log-periodogram regression of time series with long range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample inference for nonparametric regression with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric regression during 2003--2007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003552 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Function estimation via wavelet shrinkage for long-memory data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet threshold estimation for additive regression models / rank
 
Normal rank

Latest revision as of 16:49, 6 July 2024

scientific article
Language Label Description Also known as
English
On rate-optimal nonparametric wavelet regression with long memory moving average errors
scientific article

    Statements

    On rate-optimal nonparametric wavelet regression with long memory moving average errors (English)
    0 references
    0 references
    0 references
    2 August 2013
    0 references
    infinite moving average processes
    0 references
    long range dependence data
    0 references
    minimax estimation
    0 references
    nonlinear wavelet-based estimator
    0 references
    rates of convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references