Showing 1 - 10 of 10
We consider non-linear wavelet-based estimators of density functions with stationary random fields, which are indexed by the integer lattice points in the N-dimensional Euclidean space and are assumed to satisfy some mixing conditions. We investigate their asymptotic rates of convergence based...
Persistent link: https://www.econbiz.de/10011115966
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...
Persistent link: https://www.econbiz.de/10010992895
Persistent link: https://www.econbiz.de/10005616118
We consider block thresholding wavelet-based density estimators with randomly right-censored data and investigate their asymptotic convergence rates. Unlike for the complete data case, the empirical wavelet coefficients are constructed through the Kaplan-Meier estimators of the distribution...
Persistent link: https://www.econbiz.de/10005199463
This paper discusses the asymptotic behavior of Koul's minimum distance estimators of the regression parameter vector in linear regression models with long memory moving average errors, when the design variables are known constants. It is observed that all these estimators are asymptotically...
Persistent link: https://www.econbiz.de/10008872620
Test procedures for serial correlation of unknown form with wavelet methods are investigated. A new test statistic is motivated using a canonical multivariate normal hypothesis testing model. It relies on empirical wavelet coefficients of a wavelet-based spectral density estimator. The choice of...
Persistent link: https://www.econbiz.de/10010719658
Omnibus procedures for testing serial correlation are developed, using spectral density estimation and wavelet shrinkage. The asymptotic distributions of the wavelet coefficients under the null hypothesis of no serial correlation are derived. Under some general conditions on the wavelet basis,...
Persistent link: https://www.econbiz.de/10008462374
Persistent link: https://www.econbiz.de/10007739131
Testing procedures for assessing whether two stationary and independent linear processes with unequal lengths have the same spectral densities or same auto‐covariance functions are investigated. New test statistics are proposed based on the difference of the two wavelet‐based estimates of...
Persistent link: https://www.econbiz.de/10014117804
Fire disturbance usually breaks the original forest succession trajectory and causes changes in forest composition in the boreal forests region of China. Predicting the process of post-fire mixed tree species regrowth dynamic is critical for understanding the effect of environmental conditions...
Persistent link: https://www.econbiz.de/10013312788