Artículos de revistas
Wavelet regression with correlated errors on a piecewise Holder class
Fecha
2008Registro en:
STATISTICS & PROBABILITY LETTERS, v.78, n.16, p.2739-2743, 2008
0167-7152
10.1016/j.spl.2008.03.015
Autor
PORTO, Rogerio F.
MORETTIN, Pedro A.
AUBIN, Elisete C. Q.
Institución
Resumen
This paper generalizes the methodology of Cat and Brown [Cai, T., Brown, L.D., 1998. Wavelet shrinkage for nonequispaced samples. The Annals of Statistics 26, 1783-1799] for wavelet shrinkage for nonequispaced samples, but in the presence of correlated stationary Gaussian errors. If the true function is a member of a piecewise Holder class, it is shown that, even for long memory errors, the rate of convergence of the procedure is almost-minimax relative to the independent and identically distributed errors case. (c) 2008 Elsevier B.V. All rights reserved.