Asymptotically Sufficient Statistics in Nonparametric Regression Experiments with Correlated Noise
نویسندگان
چکیده
منابع مشابه
Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
We find asymptotically sufficient statistics that could help simplify inference in nonparametric regression problems with correlated errors. These statistics are derived from a wavelet decomposition that is used to whiten the noise process and to effectively separate high resolution and low resolution components. The lower resolution components contain nearly all the available information about...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2009
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2009/275308