A general result on the mean integrated squared error of the hard thresholding wavelet estimator under -mixing dependence

DOI10.1155/2014/403764zbMATH Open1307.62103OpenAlexW2005502799WikidataQ59061374 ScholiaQ59061374MaRDI QIDQ2260580FDOQ2260580

Authors: Christophe Chesneau 

Publication date: 11 March 2015

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/403764

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Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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Cited In (6)

• Nonparametric regression with warped wavelets and strong mixing processes
• Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
• On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator
• Adaptive estimation of an additive regression function from weakly dependent data
• On the integrated mean squared error of wavelet density estimation for linear processes
• Regression estimation under strong mixing data

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