Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors

DOI10.1007/s11424-020-8210-4zbMath1457.62168OpenAlexW3016910532MaRDI QIDQ2219873

Yongming Li, Qiang Zhang, Liwang Ding, Ping Chen

Publication date: 21 January 2021

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

Full work available at URL: https://doi.org/10.1007/s11424-020-8210-4

zbMATH Keywords

asymptotic normalitystrong mixingwavelet estimatorheteroscedastic semiparametric model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Uses Software

• SemiPar

Cites Work

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