Ước lượng các mô hình tự hồi quy phi tuyến sử dụng sóng thích ứng theo thiết kế

citation_journal_title=Journal of the American Statistical Association; citation_title=Regularization of wavelets approximations (with discussion); citation_author=A. Antoniadis, J. Fan; citation_volume=96; citation_publication_date=2001; citation_pages=939-967; citation_doi=10.1198/016214501753208942; citation_id=CR1

citation_journal_title=Computational Statistics and Data Analysis; citation_title=Wavelet regression for random or irregular design; citation_author=A. Antoniadis, D. Pham; citation_volume=28; citation_publication_date=1998; citation_pages=363-369; citation_doi=10.1016/S0167-9473(98)90145-1; citation_id=CR2

citation_title=A correlation-dependent model for denoising via nonorthogonal wavelet transforms; citation_publication_date=1998; citation_id=CR3; citation_author=K. Berkner; citation_author=R. Wells; citation_publisher=Computational Mathematics Laboratory, Rice University

citation_title=Nonparametric Statistics for Stochastic Processes; citation_publication_date=1996; citation_id=CR4; citation_author=D. Bosq; citation_publisher=Springer-Verlag

citation_journal_title=Computational Statistics and Data Analysis; citation_title=An algorithm for nonparametric GARCH modelling; citation_author=P. Bühlmann, A. McNeil; citation_volume=40; citation_publication_date=2002; citation_pages=665-683; citation_doi=10.1016/S0167-9473(02)00080-4; citation_id=CR5

citation_journal_title=Annals of Statistics; citation_title=Wavelet shrinkage for nonequispaced samples; citation_author=T. Cai, L. Brown; citation_volume=26; citation_issue=5; citation_publication_date=1998; citation_pages=1783-1799; citation_doi=10.1214/aos/1024691357; citation_id=CR6

citation_journal_title=Applied and Computional Harmonic Analysis; citation_title=Local decomposition of refinable spaces and wavelets; citation_author=J. Carnicer, W. Dahmen, J. Peña; citation_volume=3; citation_publication_date=1996; citation_pages=127-153; citation_doi=10.1006/acha.1996.0012; citation_id=CR7

citation_journal_title=Journal of the Royal Statistical Society, Series B; citation_title=Nonparametric multi-step ahead prediction in time series analysis; citation_author=R. Chen, L. Yang, C. Hafner; citation_volume=66; citation_publication_date=2004; citation_pages=669-686; citation_doi=10.1111/j.1467-9868.2004.04664.x; citation_id=CR8

citation_journal_title=Communications in Pure and Applied Mathematics; citation_title=Bi-orthogonal bases of compactly supported wavelets; citation_author=A. Cohen, I. Daubechies, J. Feauveau; citation_volume=45; citation_publication_date=1992; citation_pages=485-560; citation_id=CR9

Davidson, J. (1994).Stochastic Limit Theory, Oxford University Press.

Delouille, V. and von Sachs, R. (2004). Estimation of nonlinear autoregressive models using design-adapted wavelets. (Available at www.stat.ucl.ac.be/rvs/dp0225rev.pdf)

citation_journal_title=Sankhya: The Indian Journal of Statistics. Special Issue on Wavelets, Series A; citation_title=Nonparametric stochastic regression with design-adapted wavelets; citation_author=V. Delouille, J. Franke, R. Sachs; citation_volume=63; citation_issue=3; citation_publication_date=2001; citation_pages=328-366; citation_id=CR12

citation_journal_title=Journal of the American Statistical Association; citation_title=Smooth design-adapted wavelets for nonparametric stochastic regression; citation_author=V. Delouille, J. Simoens, R. Sachs; citation_volume=99; citation_publication_date=2004; citation_pages=643-658; citation_doi=10.1198/016214504000000971; citation_id=CR13

citation_journal_title=Journal of Approximation Theory; citation_title=On the computation of wavelet coefficients; citation_author=B. Delyon, A. Juditsky; citation_volume=88; citation_publication_date=1997; citation_pages=47-79; citation_doi=10.1006/jath.1996.3008; citation_id=CR14

citation_journal_title=IEEE Transactions on Information Theory; citation_title=De-noising via soft-thresholding; citation_author=D. Donoho; citation_volume=41; citation_publication_date=1995; citation_pages=613-627; citation_doi=10.1109/18.382009; citation_id=CR15

citation_journal_title=Biometrika; citation_title=Ideal spatial adaptation by wavelet shrinkage; citation_author=D. Donoho, I. Johnstone; citation_volume=81; citation_publication_date=1994; citation_pages=425-455; citation_doi=10.2307/2337118; citation_id=CR16

citation_journal_title=Annals of Statistics; citation_title=Minimax estimation via wavelet shrinkage; citation_author=D. Donoho, I. Johnstone; citation_volume=26; citation_publication_date=1998; citation_pages=879-921; citation_doi=10.1214/aos/1024691081; citation_id=CR17

citation_journal_title=Annales de l'Institut Henri Pointcaré-Probabilités et Statistiques; citation_title=Invariance principles for absolutely regular empirical processes; citation_author=P. Doukhan, P. Massart, E. Rio; citation_volume=31; citation_issue=2; citation_publication_date=1995; citation_pages=393-427; citation_id=CR18

citation_journal_title=Econometrica; citation_title=Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation; citation_author=R. Engle; citation_volume=50; citation_publication_date=1982; citation_pages=987-1008; citation_doi=10.2307/1912773; citation_id=CR19

citation_title=Nonparametric estimation of ARMA- and GARCH-processes; citation_publication_date=2002; citation_id=CR20; citation_author=J. Franke; citation_author=H. Holzberger; citation_author=M. Müller; citation_publisher=Springer-Verlag

citation_journal_title=Bernoulli; citation_title=Bootstrap of kernel smoothing in nonlinear time series; citation_author=J. Franke, J.-P. Kreiss, E. Mammen; citation_volume=8; citation_publication_date=2002; citation_pages=1-37; citation_id=CR21

citation_journal_title=Journal of Time Series Analysis; citation_title=Properties of the nonparametric autoregressive bootstrap; citation_author=J. Franke, J.-P. Kreiss, E. Mammen, M. Neumann; citation_volume=23; citation_publication_date=2002; citation_pages=555-585; citation_doi=10.1111/1467-9892.00278; citation_id=CR22

citation_journal_title=Journal of Fourier Analysis and Applications; citation_title=A new class of unbalanced Haar wavelets that form an unconditional basis forL on general measure spaces; citation_author=M. Girardi, W. Sweldens; citation_volume=3; citation_issue=4; citation_publication_date=1997; citation_pages=457-474; citation_id=CR23

citation_title=ARCH Models and Financial Applications; citation_publication_date=1997; citation_id=CR24; citation_author=C. Gouriéroux; citation_publisher=Springer-Verlag

citation_journal_title=Journal of Econometrics; citation_title=Qualitative threshold ARCH models; citation_author=C. Gouriéroux, A. Monfort; citation_volume=52; citation_publication_date=1992; citation_pages=159-199; citation_doi=10.1016/0304-4076(92)90069-4; citation_id=CR25

citation_journal_title=Journal of Statistical Planning and Inference; citation_title=Estimating high frequency foreign exchange rate volatility with nonparametric ARCH models; citation_author=C. Hafner; citation_volume=68; citation_publication_date=1998; citation_pages=247-269; citation_doi=10.1016/S0378-3758(97)00144-4; citation_id=CR26

citation_title=Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility; citation_publication_date=1998; citation_id=CR27; citation_author=C. Hafner; citation_publisher=Physica-Verlag

citation_journal_title=Annals of Statistics; citation_title=Interpolation methods for nonlinear wavelet regression with irregularly spaced design; citation_author=P. Hall, B. Turlach; citation_volume=25; citation_issue=5; citation_publication_date=1997; citation_pages=1912-1925; citation_doi=10.1214/aos/1069362378; citation_id=CR28

citation_journal_title=Journal of Econometrics; citation_title=Local polynomial estimators of the volatility function in nonparametric autoregression; citation_author=W. Härdle, A. Tsybakov; citation_volume=81; citation_publication_date=1997; citation_pages=223-242; citation_doi=10.1016/S0304-4076(97)00044-4; citation_id=CR29

citation_journal_title=Statistics and probability Letters; citation_title=On nonparametric estimation in nonlinear AR(1)-models; citation_author=M. Hoffmann; citation_volume=44; citation_publication_date=1999; citation_pages=29-45; citation_doi=10.1016/S0167-7152(98)00289-2; citation_id=CR30

citation_journal_title=Proceedings of the Royal Society London, Series A; citation_title=Nonlinear regressive processes; citation_author=D. Jones; citation_volume=360; citation_publication_date=1978; citation_pages=71-95; citation_id=CR31

citation_journal_title=Journal of the American Statistical Association; citation_title=Extending the scope of wavelet regression methods by coefficient-dependent thresholding; citation_author=A. Kovac, B. Silverman; citation_volume=95; citation_publication_date=2000; citation_pages=172-183; citation_doi=10.2307/2669536; citation_id=CR32

citation_journal_title=Econometric Theory; citation_title=Nonparametric estimation and identification of nonlinear ARCH time series; citation_author=E. Masry, D. Tjøstheim; citation_volume=11; citation_publication_date=1995; citation_pages=258-289; citation_doi=10.1017/S0266466600009166; citation_id=CR33

citation_journal_title=Annals of Statistics; citation_title=Regression-type inference in nonparametric autoregression; citation_author=M. Neumann, J.-P. Kreiss; citation_volume=26; citation_publication_date=1998; citation_pages=1570-1613; citation_doi=10.1214/aos/1024691254; citation_id=CR34

citation_inbook_title=Wavelet thresholding: Beyond the Gaussian i.i.d. situation, ; citation_publication_date=1995; citation_pages=301-329; citation_id=CR35; citation_author=M. Neumann; citation_author=R. Sachs; citation_publisher=Springer-Verlag

citation_journal_title=Journal of Time Series Analysis; citation_title=Nonparametric estimators for time series; citation_author=P. Robinson; citation_volume=4; citation_publication_date=1983; citation_pages=185-207; citation_id=CR36

citation_journal_title=SIAM Journal of Scientific Computing; citation_title=A stabilized lifting construction of wavelets on irregular meshes on the interval; citation_author=J. Simoens, S. Vandewalle; citation_volume=24; citation_issue=4; citation_publication_date=2003; citation_pages=1356-1378; citation_doi=10.1137/S1064827502376571; citation_id=CR37

citation_journal_title=SIAM Journal of Mathematical Analysis; citation_title=The lifting scheme: A construction of second generation wavelets; citation_author=W. Sweldens; citation_volume=29; citation_issue=2; citation_publication_date=1997; citation_pages=511-546; citation_doi=10.1137/S0036141095289051; citation_id=CR38

Sweldens, W. and Schröder, P. (1996). Building your own wavelets at home,Wavelets in Computer Graphics, 15–87, ACM SIGGRAPH Course Notes.

citation_journal_title=Scandinavian Journal of Statistics; citation_title=Non-linear time series: A selective review; citation_author=D. Tjøstheim; citation_volume=21; citation_publication_date=1994; citation_pages=97-130; citation_id=CR40

citation_title=Threshold Models in Nonlinear Time Series Analysis; citation_publication_date=1983; citation_id=CR41; citation_author=H. Tong; citation_publisher=Springer-Verlag