Adaptive orthogonal series estimation in additive stochastic regression models

Statistica Sinica

Volumn 12, Issue 2, 2002, Pages 409-428

  Gao, Jiti ^a   Tong, Howell ^b   Wolff, Rodney ^c  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Adaptive estimation; Additive model; Dependent process; Mixing condition; Nonlinear time series; Nonparametric regression; Orthogonal series; Strict stationarity; Truncation parameter

Indexed keywords

EID: 0036556528     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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