Wavelet estimate of error variance in a semiparametric regression model with martingale difference errors

zbMATH Open1179.62059MaRDI QIDQ3650853FDOQ3650853

Authors: Hongchang Hu 

Publication date: 15 December 2009

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cited In (5)

• Title not available (Why is that?)
• Convergence rates of wavelet estimators in semiparametric regression models with martingale difference error
• Wavelet estimation in nonparametric model under martingale difference errors
• CLT of wavelet estimator in semiparametric model with correlated errors
• Weighted wavelet estimation in semiparametric regression models with \(\Psi\)-mixing heteroscedastic errors

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