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WAVELET-BASED BAYESIAN ESTIMATION OF PARTIALLY LINEAR REGRESSION MODELSWITH LONG MEMORY ERRORS
In this paper we focus on partially linear regression models with long memory errors, and propose a wavelet-based Bayesian procedure that allows the simultaneous estimation of the model parameters and the nonparametric part of the model. Employing discrete wavelet transforms is crucial in order to s...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2009
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3740978/ https://ncbi.nlm.nih.gov/pubmed/23946613 |
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