Asymptotics of wavelet estimators of varying-coefficient models

MaRDI QIDQ5432800zbMATH OpenFDO

Authors Yiqiang Lu, Riquan Zhang

Publication date 18 December 2007

zbMATH Keywords

asymptotic normalitylocal least-squares estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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(10)

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• Wavelet estimation in varying-coefficient models with censored data
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• Asymptotic Bernstein type inequalities and estimation of wavelet coefficients
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• Wavelet estimation in varying coefficient models for censored dependent data
• Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory

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