Nonparametric wavelet estimator of a fixed design regression function for martingale sequences

zbMATH Open1150.62356MaRDI QIDQ3501604FDOQ3501604

Authors: Er-Hong Wang, Xueqiao du 

Publication date: 3 June 2008

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zbMATH Keywords

strong consistencyconsistency\(L^q\)-mixingale

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

Cited In (3)

• Wavelet estimation of regression function based on mixing sequence under fixed design
• Wavelet estimation in nonparametric model under martingale difference errors
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