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Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series

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  • Young Truong
  • Prakash Patil

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Suggested Citation

  • Young Truong & Prakash Patil, 2001. "Asymptotics for Wavelet Based Estimates of Piecewise Smooth Regression for Stationary Time Series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 159-178, March.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:1:p:159-178
    DOI: 10.1023/A:1017928823619
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    References listed on IDEAS

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    1. Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599.
    2. Iain M. Johnstone & Bernard W. Silverman, 1997. "Wavelet Threshold Estimators for Data with Correlated Noise," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 319-351.
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    Cited by:

    1. Chesneau, Christophe & Fadili, Jalal & Maillot, Bertrand, 2015. "Adaptive estimation of an additive regression function from weakly dependent data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 77-94.
    2. Linyuan Li & Yimin Xiao, 2007. "Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 299-324, June.
    3. Christophe Chesneau & Fabien Navarro, 2017. "On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator," Working Papers 2017-68, Center for Research in Economics and Statistics.
    4. Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
    5. Liang, Han-Ying & de Uña-Álvarez, Jacobo, 2011. "Wavelet estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 448-467, March.

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