A general result on the mean integrated squared error of the hard thresholding wavelet estimator under -mixing dependence
From MaRDI portal
(Redirected from Publication:2260580)
A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
Recommendations
- On the adaptive wavelet estimation of a multidimensional regression function under \(\alpha \)-mixing dependence: beyond the standard assumptions on the noise.
- On the wavelet estimation of a function in a density model with non-identically distributed observations
- Wavelet-based estimation of regression function for dependent biased data under a given random design
- Convergence rates of wavelet density estimators for strongly mixing samples
- Wavelet-based estimation of regression function with strong mixing errors under fixed design
Cites work
- scientific article; zbMATH DE number 5361942 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- A note on wavelet density deconvolution for weakly dependent data
- A wavelet tour of signal processing. The sparse way.
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Adaptive density deconvolution with dependent inputs
- Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
- Density estimation by wavelet thresholding
- Estimation of the density and the regression function under mixing conditions.
- Ideal spatial adaptation by wavelet shrinkage
- Introduction to strong mixing conditions. Vol. 3.
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Mixing: Properties and examples
- Multivariate regression estimation: Local polynomial fitting for time series
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions
- Nonlinear wavelet regression function estimator for censored dependent data
- Nonparameteric estimation in mixing sequences of random variables
- Nonparametric deconvolution problem for dependent sequences
- Nonparametric function estimation for time series by local average estimators
- Nonparametric function estimation involving time series
- Nonparametric regression estimation under mixing conditions
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On MISE of a non linear wavelet estimator of the regression function based on biased data under strong mixing
- On minimax wavelet estimators
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- On the adaptive wavelet estimation of a multidimensional regression function under \(\alpha \)-mixing dependence: beyond the standard assumptions on the noise.
- Stochastic volatility models as hidden Markov models and statistical applications
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Ten Lectures on Wavelets
- The Invariance Principle for Stationary Processes
- Thresholding algorithms, maxisets and well-concentrated bases
- Two-dimensional wavelets for nonlinear autoregressive models with an application in dynamical system
- Wavelet deconvolution
- Wavelet estimation of a density in a GARCH-type model
- Wavelet linear density estimation for a GARCH model under various dependence structures
- Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
- Wavelet-Based estimation of multivariate regression functions in besov spaces*
- Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process
- Wavelets on the interval and fast wavelet transforms
- \(\mathbb{L}_p\) adaptive density estimation in a \(\beta\) mixing framework
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
- Adaptive estimation of an additive regression function from weakly dependent data
- On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator
- On the integrated mean squared error of wavelet density estimation for linear processes
- Regression estimation under strong mixing data
This page was built for publication: A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2260580)
