Asymptotic normality of wavelet estimator for strong mixing errors

被引：30

作者：

Li Yongming ^{[1
]}

Guo Jianhua ^{[1
]}

机构：

[1] Shangrao Normal Univ, Dept Math, Shangrao 334001, Jiangxi, Peoples R China

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2009年 / 38卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Fixed design; Strong mixing; Wavelet estimator; Asymptotic normality; REGRESSION FUNCTION;

D O I：

10.1016/j.jkss.2009.03.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider a non-parametric fixed design regression model based on strong mixing sequences. We use a new tool presented in the literature recently for the weighted sum estimate, and establish the asymptotic normality of a wavelet estimator for an unknown regression function. (C) 2009 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：383 / 390

页数：8

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