Li, Linyuan; Lu, Kewei - In: Statistical Inference for Stochastic Processes 16 (2013) 2, pp. 127-145
We consider the wavelet-based estimators of mean regression function with long memory moving average errors and investigate their asymptotic rates of convergence based on thresholding of empirical wavelet coefficients. We show that these estimators achieve nearly optimal minimax convergence...
