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

MaRDI QIDQ3501604zbMATH OpenFDO

Authors Er-Hong Wang, Xueqiao du

Publication date 3 June 2008

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)

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(3)

• Wavelet estimation of regression function based on mixing sequence under fixed design
• Wavelet estimation in nonparametric model under martingale difference errors
• scientific article; zbMATH DE number 2147816 (Why is no real title available?)

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