Wavelet regression with correlated errors on a piecewise Hölder class

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

Mathematics Subject Classification ID

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

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