Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data
| Year of publication: |
2007
|
|---|---|
| Authors: | Li, Linyuan ; Xiao, Yimin |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 2, p. 299-324
|
| Publisher: |
Springer |
| Subject: | Mean integrated square error | Nonlinear wavelet-based estimator | Non-parametric regression | Long-range dependence | Hermite rank | Rates of convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616118