On a local property of wavelet estimators involving time series
DOI10.1080/10485259608832668zbMATH Open0878.62030OpenAlexW1994588168MaRDI QIDQ4345892FDOQ4345892
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
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density estimationregressionconvergence ratedifferentiabilityscaling functionkernel methoddilation equationorthogonal seriesmean function estimationnon-parametric curve estimatesmoothness wavelet
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Ideal spatial adaptation by wavelet shrinkage
- Density estimation in Besov spaces
- Ten Lectures on Wavelets
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- Nonparametric curve estimation with time series errors
- Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
- Wavelets and Dilation Equations: A Brief Introduction
- Density estimation by kernel and wavelets methods: optimality of Besov spaces
- Title not available (Why is that?)
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
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