Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples

Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of uniformly asymptotic normality for associated samples. The rates are near n-1/4 and n-1/6 when their third moments are finite for NA and PA cases, respectively.

MoreLess

Year of publication:	2008
Authors:	Li, Yongming ; Yang, Shanchao ; Zhou, Yong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 2947-2956
Publisher:	Elsevier

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

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

Persistent link: https://www.econbiz.de/10005224157