On rate-optimal nonparametric wavelet regression with long memory moving average errors

DOI10.1007/s11203-013-9081-2zbMath1307.62095MaRDI QIDQ2392830

Linyuan Li, Kewei Lü

Publication date: 2 August 2013

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-013-9081-2

zbMATH Keywords

rates of convergence; minimax estimation; nonlinear wavelet-based estimator; infinite moving average processes; long range dependence data

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

60G10: Stationary stochastic processes

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Nonparametric adaptive density estimation on random fields using wavelet method

Uses Software

• SemiPar

Cites Work

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