Regression with autocorrelated errors using design-adapted Haar wavelets

DOI10.1515/1941-1928.1067zbMATH Open1266.62069OpenAlexW2318664978MaRDI QIDQ4928552FDOQ4928552

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

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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)

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

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