Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes
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Publication:2637519
DOI10.1186/1029-242X-2013-261zbMath1281.62110OpenAlexW2112424839WikidataQ59301408 ScholiaQ59301408MaRDI QIDQ2637519
Xing-Cai Zhou, Jin-Guan Lin, Chang-Ming Yin
Publication date: 12 February 2014
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/1029-242x-2013-261
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Related Items (7)
The asymptotic normality of the linear weighted estimator in nonparametric regression models ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications ⋮ Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ On consistency of wavelet estimator in nonparametric regression models ⋮ Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
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