Asymptotic normality of wavelet estimator in heteroscedastic regression model

DOI10.1007/s11766-007-0411-2zbMath1150.62021OpenAlexW1995324510MaRDI QIDQ933052

Yi Lu, Han-Ying Liang

Publication date: 6 August 2008

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-007-0411-2

zbMATH Keywords

asymptotic normalityregression functionwavelet estimatormartingale difference error

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)

Related Items (3)

On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions ⋮ Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors ⋮ Statistical inference for a heteroscedastic regression model with φ-mixing errors

Cites Work

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• Consistent nonparametric multiple regression: the fixed design case
• Consistent regression estimation with fixed design points under dependence conditions
• Fixed design regression for time series: Asymptotic normality
• Density estimation by wavelet thresholding
• Wavelet estimation in nonparametric model under martingale difference errors
• Wavelet Methods for Curve Estimation
• Analytic Inequalities

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