Mean integrated squared error of nonlinear wavelet-based estimators with long memory data

DOI10.1007/s10463-006-0048-6zbMath1332.62134OpenAlexW2128366325MaRDI QIDQ995795

Yimin Xiao, Linyuan Li

Publication date: 10 September 2007

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

Full work available at URL: https://doi.org/10.1007/s10463-006-0048-6

zbMATH Keywords

rates of convergencelong-range dependencenonparametric regressionHermite rankmean integrated square errorlonlinear wavelet-based estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (3)

On asymptotically optimal wavelet estimation of trend functions under long-range dependence ⋮ Nonlinear wavelet estimator of the regression function under left-truncated dependent data ⋮ Bootstrap testing for discontinuities under long-range dependence

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