Statistical inference for a heteroscedastic regression model with φ-mixing errors

DOI10.1080/03610918.2020.1747074MaRDI QIDQ5867489zbMATH OpenOpenAlexFDO

Authors Liwang Ding, Ping Chen, Li Yongming

Publication date 14 September 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2020.1747074

zbMATH Keywords

asymptotic normalitywavelet estimationheteroscedastic regression model\( \varphi \)-mixing random variable

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Foundations of stochastic processes (60G05)

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Cited in

(2)

• On the limit in the equivalence between heteroscedastic regression and filtering model.
• Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables

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