How to overcome the curse of long-memory errors

DOI10.1109/18.771257zbMath0959.62038OpenAlexW2132872850MaRDI QIDQ4701446

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

shapeminimaxequivalencefixed designadaptationrandom design

Mathematics Subject Classification ID

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

Related Items (7)

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

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