A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure
From MaRDI portal
Publication:712518
DOI10.1016/j.spl.2012.06.028zbMath1312.62053OpenAlexW1974848312MaRDI QIDQ712518
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.028
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Martingales with discrete parameter (60G42)
Related Items
Cites Work
- Nonparametric regression estimation in models with weak error's structure
- Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
- Testing the martingale difference hypothesis using integrated regression functions
- Consistent regression estimation with fixed design points under dependence conditions
- Fixed design regression for time series: Asymptotic normality
- Invariance principle for martingale-difference random fields
- Large deviations for martingales.
- Wavelet estimation in varying-coefficient partially linear regression models
- On wavelet methods for estimating smooth functions
- Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- Wavelet estimation in nonparametric model under martingale difference errors
- Asymptotic normality of wavelet estimator for strong mixing errors
- Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Kernel Regression Estimation Using Repeated Measurements Data
- Wavelet Methods for Curve Estimation
- Convergence of stochastic processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure