Wavelet regression in random design with heteroscedastic dependent errors
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Publication:1043746
DOI10.1214/09-AOS684zbMath1369.62074arXiv0909.0384MaRDI QIDQ1043746
Publication date: 9 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0384
wavelets; thresholding; long range dependence; adaptive estimation; nonparametric regression; random design; maxiset; warped wavelets; shape estimation
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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