Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
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Cites work
- scientific article; zbMATH DE number 44878 (Why is no real title available?)
- scientific article; zbMATH DE number 1271132 (Why is no real title available?)
- scientific article; zbMATH DE number 1271134 (Why is no real title available?)
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
- A continuous Gaussian approximation to a nonparametric regression in two dimensions
- A wavelet-based joint estimator of the parameters of long-range dependence
- Asymptotic approximation of nonparametric regression experiments with unknown variances
- Asymptotic equivalence for nonparametric regression with multivariate and random design
- Asymptotic equivalence of density estimation and Gaussian white noise
- Asymptotic equivalence of nonparametric regression and white noise
- Asymptotic equivalence theory for nonparametric regression with random design
- Asymptotic methods in statistical decision theory
- Estimation in a problem of fractional integration
- Estimation of the self-similarity parameter in linear fractional stable motion.
- Function estimation via wavelet shrinkage for long-memory data
- Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
- Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
- On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise
- On the information contained in additional observations
- Optimal filtering of square-integrable signals in Gaussian noise
- Sufficiency and Approximate Sufficiency
- Ten Lectures on Wavelets
- Wavelet analysis of long-range-dependent traffic
Cited in
(8)- Asymptotic equivalence for nonparametric regression with non-regular errors
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
- Wavelet estimation of an unknown function observed with correlated noise
- Wavelet deconvolution in a periodic setting with long-range dependent errors
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
- Le Cam theory on the comparison of statistical models
- Asymptotic equivalence for regression under fractional noise
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