On rate-optimal nonparametric wavelet regression with long memory moving average errors

DOI10.1007/s11203-013-9081-2zbMath1307.62095OpenAlexW1966297215MaRDI QIDQ2392830

Linyuan Li, Kewei Lü

Publication date: 2 August 2013

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-013-9081-2

zbMATH Keywords

rates of convergenceminimax estimationnonlinear wavelet-based estimatorinfinite moving average processeslong range dependence data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Stationary stochastic processes (60G10)

Related Items (1)

Nonparametric adaptive density estimation on random fields using wavelet method

Uses Software

• SemiPar

Cites Work

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