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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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Hlavní autoři: Ko, Kyungduk, Qu, Leming, Vannucci, Marina
Médium: Artigo
Jazyk:Inglês
Vydáno: 2009
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3740978/
https://ncbi.nlm.nih.gov/pubmed/23946613
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