Wavelet estimation in time-varying coefficient time series models with measurement errors

DOI10.1080/03610926.2017.1339801MaRDI QIDQ5160193zbMATH OpenOpenAlexFDO

Authors Xingcai Zhou, Ying-zhi Xu, Jinguan Lin

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1339801

zbMATH Keywords

time-varying coefficienttime series modelsmeasurement errorswavelet estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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• Measurement error. Models, methods and applications
• Nonlinear time series. Nonparametric and parametric methods
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• On complete convergence for strong mixing sequences
• Statistical inference for partially time-varying coefficient errors-in-variables models
• Statistical inference in partially time-varying coefficient models
• Trending time series and macroeconomic activity: Some present and future challenges
• Trending time-varying coefficient time series models with serially correlated errors
• Varying Coefficients Model with Measurement Error
• Wavelet Methods for Curve Estimation
• Wavelet estimation in varying-coefficient models
• Wavelet estimation in varying-coefficient partially linear regression models

Cited in

(7)

• Wavelet-M-estimation for time-varying coefficient time series models
• Transfer function models with time-varying coefficients
• Wavelet estimation in time-varying coefficient models
• Wavelet estimation for factor models with time-varying loadings
• Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
• Estimation of functional-coefficient autoregressive models with measurement error
• Errors-in-variables estimation with wavelets

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