Wavelet regression with correlated errors on a piecewise Hölder class
From MaRDI portal
Publication:952869
DOI10.1016/j.spl.2008.03.015zbMath1256.62019MaRDI QIDQ952869
Rogério F. Porto, Elisete C. Q. Aubin, Pedro Alberto Morettin
Publication date: 14 November 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.03.015
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
Related Items
Wavelet estimation for factor models with time-varying loadings, Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals, Transfer function models with time-varying coefficients, Wavelet regression with correlated errors on a piecewise Hölder class, Comparing non-stationary and irregularly spaced time series, Estimation of nonparametric regression models by wavelets, Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
Cites Work