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

DOI10.1007/S10463-006-0048-6zbMATH Open1332.62134OpenAlexW2128366325MaRDI QIDQ995795FDOQ995795

Authors: Linyuan Li, Y. Xiao 

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

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zbMATH Keywords

nonparametric regressionlong-range dependencerates of convergenceHermite rankmean integrated square errorlonlinear wavelet-based estimator

Mathematics Subject Classification ID

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

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Cited In (9)

• On asymptotically optimal wavelet estimation of trend functions under long-range dependence
• On rate-optimal nonparametric wavelet regression with long memory moving average errors
• Wavelet-based estimators of mean regression function with long memory data
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Bootstrap testing for discontinuities under long-range dependence
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data
• Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors
• Wavelet-based estimators of multivariable mean regression function with long-memory data

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