Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On asymptotically optimal wavelet estimation of trend functions under
  long-range dependence   We consider data-adaptive wavelet estimation of a trend function in a time
series model with strongly dependent Gaussian residuals. Asymptotic expressions
for the optimal mean integrated squared error and corresponding optimal
smoothing and resolution parameters are derived. Due to adaptation to the
properties of the underlying trend function, the approach shows very good
performance for smooth trend functions while remaining competitive with minimax
wavelet estimation for functions with discontinuities. Simulations illustrate
the asymptotic results and finite-sample behavior.

4
The categories of this paper are: cond-mat
17
The categories of this paper are: q-fin
7
The categories of this paper are: hep-th
20
The categories of this paper are: acc-phys
29
The categories of this paper are: funct-an
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
36
The categories of this paper are: cmp-lg
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
34
The categories of this paper are: chem-ph