Statistical inference for a heteroscedastic regression model with φ-mixing errors

DOI10.1080/03610918.2020.1747074OpenAlexW3015722244MaRDI QIDQ5867489

Li Yongming, Liwang Ding, Ping Chen

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1747074

zbMATH Keywords

asymptotic normalitywavelet estimationheteroscedastic regression model\( \varphi \)-mixing random variable

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Foundations of stochastic processes (60G05)

Related Items (1)

Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables

Cites Work

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