On a local property of wavelet estimators involving time series

DOI10.1080/10485259608832668MaRDI QIDQ4345892zbMATH OpenOpenAlexFDO

Authors Young K. Truong, Prakash N. Patil

Publication date 15 January 1998

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

Full work available at URL https://doi.org/10.1080/10485259608832668

zbMATH Keywords

density estimationregressionconvergence ratedifferentiabilityscaling functionkernel methoddilation equationorthogonal seriesmean function estimationnon-parametric curve estimatesmoothness wavelet

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
• On wavelet methods for estimating smooth functions
• Wavelet function estimation involving time series
• Wavelet-based estimators of mean regression function with long memory data

Cites work

• scientific article; zbMATH DE number 108512 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• Density estimation by kernel and wavelets methods: optimality of Besov spaces
• Density estimation in Besov spaces
• Ideal spatial adaptation by wavelet shrinkage
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Nonparametric curve estimation with time series errors
• Ten Lectures on Wavelets
• Wavelets and Dilation Equations: A Brief Introduction

Cited in

(3)

• Asymptotics for wavelet based estimates of piecewise smooth regression for stationary time series
• A note on state space representations of locally stationary wavelet time series
• On a localization property of wavelet coefficients for processes with stationary increments, and applications. I. Localization with respect to shift

This page was built for publication: On a local property of wavelet estimators involving time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4345892)