Wavelet-M-estimation for time-varying coefficient time series models

DOI10.1155/2020/1025452MaRDI QIDQ2004153zbMATHOpenAlexFDO

Authors Xingcai Zhou, Fangxia Zhu

Publication date 14 October 2020

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/1025452

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Nonlinear wavelet estimation of time-varying autoregressive processes

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Cited in

(10)

• Transfer function models with time-varying coefficients
• Time-varying cointegration model using wavelets
• \(M\)-estimation of wavelet variance
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
• scientific article; zbMATH DE number 6470793 (Why is no real title available?)
• Wavelet estimation for factor models with time-varying loadings
• Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework
• Robust Two-Step Wavelet-Based Inference for Time Series Models
• Wavelet estimation in time-varying coefficient time series models with measurement errors
• Wavelet estimation in time-varying coefficient models

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