Wavelet shrinkage for regression models with random design and correlated errors
نویسندگان
چکیده
منابع مشابه
Wavelet Shrinkage for Regression Models with Random Design and Correlated Errors
This paper presents some results on semi-parametric regression using wavelet methods in the presence of autocorrelated stationary Gaussian errors, and when the explanatory variable follows a uniform distribution or comes from a stochastic sampling like the jittered sampling scheme. The aim is to estimate the signal globally with low risk. It is shown that in these special cases the samples can ...
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2016
ISSN: 0103-0752
DOI: 10.1214/15-bjps296