Hermite expansion and estimation of monotonic transformations of Gaussian data

DOI10.1080/10485252.2016.1139880zbMATH Open1338.62086OpenAlexW2284006693MaRDI QIDQ2811276FDOQ2811276

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

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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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