scientific article; zbMATH DE number 1843490

MaRDI QIDQ4784097zbMATH OpenFDO

Authors Heung Wong, Wai-cheung Ip, Yuan Li

Publication date 10 December 2002

zbMATH Keywords

waveletsthresholdoptimal convergence ratelocal polynomialconditional varianceconditional mean

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20)

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