A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure

DOI10.1016/j.spl.2012.06.028zbMath1312.62053MaRDI QIDQ712518

Xing-Cai Zhou, Jin-Guan Lin

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.06.028

zbMATH Keywords

wavelet; repeated measurements; nonparametric regression model; martingale difference

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

60G42: Martingales with discrete parameter

Related Items

Regression analysis of stochastic fatigue crack growth model in a martingale difference framework

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric regression estimation in models with weak error's structure
• Consistent nonparametric multiple regression for dependent heterogeneous processes: the fixed design case
• Testing the martingale difference hypothesis using integrated regression functions
• Consistent regression estimation with fixed design points under dependence conditions
• Fixed design regression for time series: Asymptotic normality
• Invariance principle for martingale-difference random fields
• Large deviations for martingales.
• Wavelet estimation in varying-coefficient partially linear regression models
• On wavelet methods for estimating smooth functions
• Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Wavelet estimation in nonparametric model under martingale difference errors
• Asymptotic normality of wavelet estimator for strong mixing errors
• Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
• Maximal moment inequality for partial sums of strong mixing sequences and application
• Kernel Regression Estimation Using Repeated Measurements Data
• Wavelet Methods for Curve Estimation
• Convergence of stochastic processes