Asymptotic normality of wavelet estimator in heteroscedastic regression model

DOI10.1007/S11766-007-0411-2zbMATH Open1150.62021OpenAlexW1995324510MaRDI QIDQ933052FDOQ933052

Authors: Yi Lu, Han-Ying Liang 

Publication date: 6 August 2008

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-007-0411-2

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zbMATH Keywords

asymptotic normalityregression functionwavelet estimatormartingale difference error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

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Cited In (10)

• Statistical inference for a heteroscedastic regression model with φ-mixing errors
• Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors
• ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS
• Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors
• 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?)
• Asymptotic normality for the wavelets estimator of the additive regression components
• On Berry-Esseen bound of wavelet estimators in nonparametric regression model under asymptotically negatively associated assumptions
• Wavelet estimation in heteroscedastic model under censored samples

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