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

Consider the wavelet estimator of a nonparametric regression model with repeated measurements under martingale difference error’s structure for exhibiting dependence among the units, and to avoid as far as possible any assumptions among the observations within the same unit. We show the moment consistency, the strong consistency and the strong convergence rate of the wavelet estimator, and establish its asymptotic normality.

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Year of publication:	2012
Authors:	Zhou, Xing-cai ; Lin, Jin-guan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 11, p. 1914-1922
Publisher:	Elsevier
Subject:	Nonparametric regression model \| Wavelet \| Repeated measurements \| Martingale difference

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593924