Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data

Linyuan Li () and Yimin Xiao ()

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 2, pages 299-324

Keywords: Mean integrated square error; Nonlinear wavelet-based estimator; Non-parametric regression; Long-range dependence; Hermite rank; Rates of convergence (search for similar items in EconPapers)
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