Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets
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Publication:4928552
DOI10.1515/1941-1928.1067zbMath1266.62069MaRDI QIDQ4928552
Rogério F. Porto, Elisete C. Q. Aubin, Pedro Alberto 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
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62C20: Minimax procedures in statistical decision theory
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