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Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model
Stochastics ( IF 0.8 ) Pub Date : 2020-09-16 , DOI: 10.1080/17442508.2020.1815745
Aiting Shen 1 , Xiang Li 1 , Yajing Zhang 1 , Yige Qiu 1 , Xuejun Wang 1
Affiliation  

In this paper, the nonparametric regression model with repeated measurements based on ϕ-mixing errors is considered. The rth mean consistency, strong consistency, strong convergence rate, complete consistency and the asymptotic normality of the wavelet estimator are established under some mild conditions on moments and mixing coefficients.



中文翻译:

非参数回归模型中小波估计量的一致性和渐近正态性

在本文中,考虑了基于ϕ -混合误差的具有重复测量的非参数回归模型。小波估计器的r th 均值一致性、强一致性、强收敛速度、完全一致性和渐近正态性是在矩和混合系数的一些温和条件下建立的。

更新日期:2020-09-16
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