On rate-optimal nonparametric wavelet regression with long memory moving average errors
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Cites work
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- Gaussian semiparametric estimation of long range dependence
- How to overcome the curse of long-memory errors
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- Large-sample inference for nonparametric regression with dependent errors
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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- Nonparametric regression with long-range dependence
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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- Random-design regression under long-range dependent errors
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- Semiparametric Regression
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- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Ten Lectures on Wavelets
- Wavelet regression in random design with heteroscedastic dependent errors
- Wavelet threshold estimation for additive regression models
- Wavelets on the interval and fast wavelet transforms
- Wavelets, approximation, and statistical applications
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