Pages that link to "Item:Q5960142"

The following pages link to Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series (Q5960142):

Displayed 11 items.

• On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) ‎ (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) ‎ (← links)
• Adaptive estimation of an additive regression function from weakly dependent data (Q476220) ‎ (← links)
• Wavelet estimation of conditional density with truncated, censored and dependent data (Q631610) ‎ (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) ‎ (← links)
• Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) ‎ (← links)
• A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) ‎ (← links)
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) ‎ (← links)
• Nonlinear wavelet density estimation with censored dependent data (Q3118886) ‎ (← links)
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data (Q3569203) ‎ (← links)
• Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints (Q5467608) ‎ (← links)