Estimation of nonlinear autoregressive models using design-adapted wavelets

Véronique Delouille () and Rainer Sachs ()

Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 2, 235-253

Keywords: Autoregressive design; β-mixing conditions; ARCH models; biorthogonal wavelet transform; l 2 -risk of the wavelet coefficients (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/BF02507024

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