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Estimation of nonparametric regression models by wavelets

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Autor(es):
Morettin, Pedro A. ; Porto, Rogerio F.
Número total de Autores: 2
Tipo de documento: Artigo Científico
Fonte: SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES; v. 16, n. 1, p. 27-pg., 2021-05-18.
Resumo

In this paper we survey the estimation of nonparametric regression models using wavelets, under different conditions on the innovations, on the predictor variables, on the function spaces involved and on the regularity conditions imposed. We begin with the seminal works of Donoho and co-authors, in the regular fixed design and independent and identically Gaussian noise and move towards non-regular designs, random designs and correlated errors. (AU)

Processo FAPESP: 18/04654-9 - Séries temporais, ondaletas e dados de alta dimensão
Beneficiário:Pedro Alberto Morettin
Modalidade de apoio: Auxílio à Pesquisa - Temático