Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors

DOI10.1007/s10986-021-09508-xzbMath1468.62265OpenAlexW3128443793MaRDI QIDQ2038963

Ping Chen, Liwang Ding

Publication date: 7 July 2021

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-021-09508-x

zbMATH Keywords

asymptotic normalityBerry-Esseen-type boundheteroscedastic regression model\(\alpha\)-mixing random variables

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) General nonlinear regression (62J02) General theory of stochastic processes (60G07)

Cites Work

• Asymptotic normality of wavelet estimator in heteroscedastic regression model
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• Consistent nonparametric multiple regression: the fixed design case
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• Nonlinear time series. Nonparametric and parametric methods
• Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
• Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples
• Wavelet estimation in time-varying coefficient models
• Wavelet estimation in heteroscedastic model under censored samples
• Wavelet estimation in nonparametric model under martingale difference errors
• Maximal moment inequality for partial sums of strong mixing sequences and application
• A Berry-Esseen Type Bound of Wavelet Estimator Under Linear Process Errors Based on a Strong Mixing Sequence
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
• Wavelet Methods for Curve Estimation
• ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
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