ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR IN HETEROSCEDASTIC REGRESSION MODEL

被引：0
|
作者：
Liang Hanying Lu Yi Dept.of Appl.Math.
机构：
来源：
Applied Mathematics:A Journal of Chinese Universities(Series B) | 2007年 / 04期
基金：
中国国家自然科学基金;
关键词：
regression function; martingale difference error; wavelet estimator; asymptotic normality;
D O I：
暂无
中图分类号：
O212 [数理统计];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The following heteroscedastic regression model Y;=g（x;）+σ;e;（1≤i≤n）is considered,where it is assumed thatσ;=f（u;）,the design points（x;,u;）are known and nonrandom,g and f are unknown functions.Under the unobservable disturbance e;form martingale differences,the asymptotic normality of wavelet estimators of g with f being known or unknown function is studied.
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页码：453 / 459
页数：7
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