Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
DOI10.1155/2009/275308zbMATH Open1201.62049OpenAlexW1970954375WikidataQ58648706 ScholiaQ58648706MaRDI QIDQ609669FDOQ609669
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/227454
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Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sufficient statistics and fields (62B05)
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Cited In (8)
- Wavelet estimation of an unknown function observed with correlated noise
- Le cam theory on the comparison of statistical models
- Asymptotic equivalence for nonparametric regression with non-regular errors
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
- Asymptotic equivalence for regression under fractional noise
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise
- Wavelet deconvolution in a periodic setting with long-range dependent errors
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
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