Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure

DOI10.1080/03610926.2012.725500zbMath1342.60041OpenAlexW2042683889MaRDI QIDQ5177577

Jin-Guan Lin, Xing-Cai Zhou

Publication date: 13 March 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.725500

zbMATH Keywords

asymptotic normalitystrong consistencywavelet estimatornonparametric regression modelstrong convergence rate\(\alpha\)-mixing processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Strong limit theorems (60F15) General theory of stochastic processes (60G07)

Related Items (4)

Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ On consistency of wavelet estimator in nonparametric regression models

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