Wavelet regression with correlated errors on a piecewise Hölder class

DOI10.1016/J.SPL.2008.03.015zbMATH Open1256.62019OpenAlexW1994263707MaRDI QIDQ952869FDOQ952869

Authors: Rogério F. Porto, Elisete C. Q. Aubin, Pedro A. 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

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Nonparametric regression with correlated errors.
• Title not available (Why is that?)
• Wavelet shrinkage for nonequispaced samples
• Wavelet regression with correlated errors on a piecewise Hölder class

Cited In (10)

• Wavelet smoothing for data with autocorrelated errors
• Comparing non-stationary and irregularly spaced time series
• Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
• Transfer function models with time-varying coefficients
• Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals
• Wavelet regression with correlated errors on a piecewise Hölder class
• Title not available (Why is that?)
• Wavelet estimation for factor models with time-varying loadings
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
• Estimation of nonparametric regression models by wavelets

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