On the integrated mean squared error of wavelet density estimation for linear processes

DOI10.1007/s11203-022-09281-9arXiv2211.09594MaRDI QIDQ6166014

Aleksandr Beknazaryan, Hailin Sang, Peter Adamic

Publication date: 6 July 2023

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

Full work available at URL: https://arxiv.org/abs/2211.09594

zbMATH Keywords

linear processdensity estimationprojection operatorwavelet method

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Cites Work

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