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

MaRDI QIDQ3650853zbMATH OpenFDO

Authors Hongchang Hu

Publication date 15 December 2009

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)

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• Weighted wavelet estimation in semiparametric regression models with \(\Psi\)-mixing heteroscedastic errors

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