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

DOI10.1155/2020/1025452zbMATH Open1459.62065OpenAlexW3081832896MaRDI QIDQ2004153FDOQ2004153

Authors: Xingcai Zhou, Fangxia Zhu 

Publication date: 14 October 2020

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

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

Recommendations

• Wavelet estimation in time-varying coefficient models
• Wavelet estimation in time-varying coefficient time series models with measurement errors
• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
• Wavelet estimation in varying-coefficient models
• Nonlinear wavelet estimation of time-varying autoregressive processes

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data

Cited In (10)

• Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
• \(M\)-estimation of wavelet variance
• Transfer function models with time-varying coefficients
• Time-varying cointegration model using wavelets
• Wavelet estimation in time-varying coefficient models
• Title not available (Why is that?)
• Wavelet estimation in time-varying coefficient time series models with measurement errors
• 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

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