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

DOI10.1007/S11203-013-9081-2zbMATH Open1307.62095OpenAlexW1966297215MaRDI QIDQ2392830FDOQ2392830

Authors: 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

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• Wavelet-based estimators of multivariable mean regression function with long-memory data

zbMATH Keywords

rates of convergenceminimax estimationnonlinear wavelet-based estimatorinfinite moving average processeslong range dependence data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10)

Cites Work

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Cited In (5)

• A note on block-thresholded wavelet estimators with correlated noise
• Mean integrated squared error of nonlinear wavelet-based estimators with long memory data
• Wavelet-based estimators of mean regression function with long memory data
• Nonparametric adaptive density estimation on random fields using wavelet method
• On the minimax optimality of block thresholded wavelet estimators with long memory data

Uses Software

• SemiPar

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