Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors

DOI10.1007/s11424-010-8354-8zbMath1255.93136OpenAlexW2149804871MaRDI QIDQ1937774

Han-Ying Liang

Publication date: 31 January 2013

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-8354-8

zbMATH Keywords

asymptotic normality\(\alpha\)-mixingwavelet estimatorheteroscedastic regression modelfinite sample behavior

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Fuzziness, and linear inference and regression (62J86)

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