Wavelet regression with correlated errors on a piecewise Hölder class

DOI10.1016/J.SPL.2008.03.015MaRDI QIDQ952869zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1085990 (Why is no real title available?)
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage
• Nonparametric regression with correlated errors.
• Wavelet regression with correlated errors on a piecewise Hölder class
• Wavelet shrinkage for nonequispaced samples

Cited in

(12)

• Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
• Comparing non-stationary and irregularly spaced time series
• scientific article; zbMATH DE number 5629269 (Why is no real title available?)
• Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals
• Transfer function models with time-varying coefficients
• Estimation of nonparametric regression models by wavelets
• Regression with autocorrelated errors using design-adapted Haar wavelets
• Wavelet estimation for factor models with time-varying loadings
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
• Wavelet smoothing for data with autocorrelated errors
• Wavelet shrinkage for regression models with random design and correlated errors
• Wavelet regression with correlated errors on a piecewise Hölder class

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