Hermite expansion and estimation of monotonic transformations of Gaussian data

DOI10.1080/10485252.2016.1139880MaRDI QIDQ2811276zbMATH OpenOpenAlexFDO

Authors R. Janicki, Tucker S. McElroy

Publication date 10 June 2016

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2016.1139880

zbMATH Keywords

time seriesHilbert spaceHermite polynomialssmall areaAR-sieveSAIPE

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07)

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Cited in

(3)

• Nonlinear prediction via Hermite transformation
• Optimal Fourier-Hermite expansion for estimation
• Quadratic prediction of time series via auto-cumulants

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