How to overcome the curse of long-memory errors

DOI10.1109/18.771257MaRDI QIDQ4701446zbMATH OpenOpenAlexFDO

Authors Sam Efromovich

Publication date 21 November 1999

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.771257

zbMATH Keywords

shapeadaptationminimaxequivalencerandom designfixed design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

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Cited in

(7)

• Minimax-rate adaptive nonparametric regression with unknown correlations of errors
• Nonparametric regression with correlated errors.
• On rate-optimal nonparametric wavelet regression with long memory moving average errors
• Randomized Fixed Design Regression under Long-Range-Dependent Errors
• Wavelet regression in random design with heteroscedastic dependent errors
• Some results on random design regression with long memory errors and predictors
• Trigonometric regression estimation for observations with additive and multiplicative errors

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