Wavelet estimation in time-varying coefficient models
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Cites work
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- Adaptive Varying-Coefficient Linear Models
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
- Convergence rate of wavelet estimator in semiparametric models with dependent MA() error process
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- Ideal spatial adaptation by wavelet shrinkage
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Mixing: Properties and examples
- Nonlinear time series. Nonparametric and parametric methods
- NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
- Nonparametric estimation of time varying parameters under shape restrictions
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On complete convergence for strong mixing sequences
- On wavelet methods for estimating smooth functions
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Some Limit Theorems for Random Functions. I
- Statistical estimation in varying coefficient models
- Statistical inference for partially time-varying coefficient errors-in-variables models
- Statistical inference in partially time-varying coefficient models
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Wavelet change-point estimation for long memory non-parametric random design models
- Wavelet estimation in varying-coefficient models
- Wavelet estimation in varying-coefficient partially linear regression models
- Wavelet Methods for Curve Estimation
- Weak convergence for weighted empirical processes of dependent sequences
Cited in
(16)- Time-varying cointegration model using wavelets
- Wavelet estimation in varying-coefficient partially linear regression models
- Nonlinear wavelet estimation of time-varying autoregressive processes
- Wavelet-M-estimation for time-varying coefficient time series models
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
- Trending time-varying coefficient time series models with serially correlated errors
- scientific article; zbMATH DE number 5360798 (Why is no real title available?)
- Wavelet estimation in varying-coefficient models
- Dynamic wavelet and equivalent models
- Transfer function models with time-varying coefficients
- Wavelet estimation of functional coefficient regression models
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- Wavelet estimation for factor models with time-varying loadings
- Wavelet estimation in time-varying coefficient time series models with measurement errors
- Asymptotics of wavelet estimators of varying-coefficient models
- Robust Two-Step Wavelet-Based Inference for Time Series Models
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