Li, Linyuan; Lu, Kewei On rate-optimal nonparametric wavelet regression with long memory moving average errors. (English) Zbl 1307.62095 Stat. Inference Stoch. Process. 16, No. 2, 127-145 (2013). MSC: 62G05 62G08 62G20 60G10 PDFBibTeX XMLCite \textit{L. Li} and \textit{K. Lu}, Stat. Inference Stoch. Process. 16, No. 2, 127--145 (2013; Zbl 1307.62095) Full Text: DOI
Li, Linyuan; Xiao, Yimin Mean integrated squared error of nonlinear wavelet-based estimators with long memory data. (English) Zbl 1332.62134 Ann. Inst. Stat. Math. 59, No. 2, 299-324 (2007). MSC: 62G08 62G07 PDFBibTeX XMLCite \textit{L. Li} and \textit{Y. Xiao}, Ann. Inst. Stat. Math. 59, No. 2, 299--324 (2007; Zbl 1332.62134) Full Text: DOI
Li, Linyuan; Xiao, Yimin On the minimax optimality of block thresholded wavelet estimators with long memory data. (English) Zbl 1331.62220 J. Stat. Plann. Inference 137, No. 9, 2850-2869 (2007). MSC: 62G07 42C40 62C20 PDFBibTeX XMLCite \textit{L. Li} and \textit{Y. Xiao}, J. Stat. Plann. Inference 137, No. 9, 2850--2869 (2007; Zbl 1331.62220) Full Text: DOI