Regression with autocorrelated errors using design-adapted Haar wavelets

DOI10.1515/1941-1928.1067MaRDI QIDQ4928552zbMATH OpenOpenAlexFDO

Authors Rogério F. Porto, Elisete C. Q. Aubin, Pedro A. Morettin

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/1941-1928.1067

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) 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)

Recommendations

• scientific article; zbMATH DE number 5769421
• Minimax robust designs for wavelet estimation of nonparametric regression models with autocorrelated errors
• Estimation of nonlinear autoregressive models using design-adapted wavelets
• Adaptive wavelet regression in random design and general errors with weakly dependent data
• Wavelet regression with correlated errors on a piecewise Hölder class

Cited in

(5)

• Nonparametric regression with warped wavelets and strong mixing processes
• Wavelet smoothing for data with autocorrelated errors
• Transfer function models with time-varying coefficients
• Estimation of nonparametric regression models by wavelets
• Adaptive wavelet multivariate regression with errors in variables

This page was built for publication: Regression with autocorrelated errors using design-adapted Haar wavelets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928552)