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

DOI10.1080/03610918.2020.1747074OpenAlexW3015722244MaRDI QIDQ5867489FDOQ5867489

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)

Cites Work

• Moment inequality for \(\varphi \)-mixing sequences and its applications
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
• On the asymptotic normality of \(\varphi\)-mixing dependent errors of wavelet regression function estimators
• ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
• Consistent nonparametric multiple regression: the fixed design case
• On asymptotic approximation of inverse moments for a class of nonnegative random variables
• Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
• Wavelet Methods for Curve Estimation
• Asymptotic normality of wavelet estimator for strong mixing errors
• An invariance principle for \(\phi\)-mixing sequences
• Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
• Wavelet estimation in nonparametric model under martingale difference errors
• Title not available (Why is that?)
• Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
• Title not available (Why is that?)
• A note on the Berry-Esseen bound of sample quantiles for \(\varphi\)-mixing sequence
• Asymptotic normality of wavelet estimator in heteroscedastic regression model
• The asymptotic properties of the estimators in a semiparametric regression model
• On complete convergence for nonstationary \(\varphi\)-mixing random variables
• Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors
• Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications
• Asymptotics for the linear kernel quantile estimator
• Bernstein inequalities and inverse moments for mixing sequences

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

This page was built for publication: Statistical inference for a heteroscedastic regression model with φ-mixing errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5867489)