Nonparametric regression with warped wavelets and strong mixing processes

DOI10.1007/S10463-021-00789-0MaRDI QIDQ825064zbMATH OpenOpenAlexFDO

Authors Luz M. Gómez, Rogério F. Porto, Pedro A. Morettin

Publication date 17 December 2021

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-021-00789-0

zbMATH Keywords

nonparametric regression\(\alpha\)-mixingstationary processwaveletwarped wavelets

Mathematics Subject Classification ID

Density estimation (62G07) 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)

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Cited in

(1)

• Estimation of nonparametric regression models by wavelets

Describes a project that uses

Uses Software

• wavethresh

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