Pages that link to "Item:Q1816598"
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The following pages link to Function estimation via wavelet shrinkage for long-memory data (Q1816598):
Displaying 36 items.
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
- Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise (Q609669) (← links)
- Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- On the minimax optimality of wavelet estimators with censored data (Q872066) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Wavelet regression in random design with heteroscedastic dependent errors (Q1043746) (← links)
- Stein block thresholding for image denoising (Q1045710) (← links)
- Small ball problem via wavelets for Gaussian processes (Q1359776) (← links)
- Minimax estimation via wavelets for indirect long-memory data (Q1372865) (← links)
- Estimating the square root of a density via compactly supported wavelets (Q1390883) (← links)
- Wavelet thresholding for non-necessarily Gaussian noise: idealism (Q1394759) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
- Wavelet deconvolution in a periodic setting with long-range dependent errors (Q1937198) (← links)
- Kink estimation in stochastic regression with dependent errors and predictors (Q1952085) (← links)
- Estimation of nonparametric regression models by wavelets (Q2082048) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\) (Q2343244) (← links)
- Wavelet thresholding for nonnecessarily Gaussian noise: functionality (Q2368850) (← links)
- Minimax estimation of linear functionals under squared error loss (Q2390477) (← links)
- On rate-optimal nonparametric wavelet regression with long memory moving average errors (Q2392830) (← links)
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
- Kink estimation with correlated noise (Q2510642) (← links)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- A Note on Block-Thresholded Wavelet Estimators with Correlated Noise (Q3566557) (← links)
- Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics (Q5081090) (← links)
- Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series (Q5104522) (← links)
- Wavelets in statistics: A review (Q5123733) (← links)
- Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet (Q5228592) (← links)
- Probability density of the empirical wavelet coefficients of a noisy chaos (Q5741585) (← links)
- Local spectral analysis using wavelet packets (Q5953485) (← links)
