2 papers
stat.ME2025
A note on wavelet shrinkage in nonparametric regression models with ARFIMA errors
Alex Rodrigo dos S. Sousa, Mauricio Zevallos
In this paper we propose a shrinkage wavelet-based method to estimate the signal in a nonparametric regression model with Autoregressive Fractionally Integrated Moving Average (ARF…
stat.ME2024
On Bayesian wavelet shrinkage estimation of nonparametric regression models with stationary errors
Alex Rodrigo dos S. Sousa, Mauricio Zevallos
This work proposes a Bayesian rule based on the mixture of a point mass function at zero and the logistic distribution to perform wavelet shrinkage in nonparametric regression mode…