A note on the adaptive estimation of a quadratic functional from dependent observations

MaRDI QIDQ5233258zbMATH OpenFDO

Authors Christophe Chesneau, Maher Kachour, Fabien Navarro

Publication date 10 September 2019

Full work available at URL http://jtsa.ieu.edu.tr/Archives/Volume6No1/2.pdf

zbMATH Keywords

waveletsrates of convergencemixing dependencequadratic functional estimationplug-in approach

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• On optimal adaptive estimation of a quadratic functional

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