Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372)
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scientific article; zbMATH DE number 5011538
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| English | Estimation of nonlinear autoregressive models using design-adapted wavelets |
scientific article; zbMATH DE number 5011538 |
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Estimation of nonlinear autoregressive models using design-adapted wavelets (English)
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10 March 2006
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\(\beta\)-mixing conditions
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ARCH models
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biorthogonal wavelet transform
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\(l_2\)-risk of wavelet coefficients
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autoregressive design
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0.8236244916915894
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0.8188461661338806
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