2008•Unpublished venueRequires access
Consistency of Wavelet Estimator of Regression Function under ρ-Mixing Assumptions
WU Li-sha
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Abstract
Consider a nonparametric regression model Yi=g(ti) +ei(1≤i≤n) ,where {ti} are fixed design points ,g is an un-knownfunction.Inthis paper ,let {ei} beρ-mixing dependent stationary sequences . Under suitable regularity conditions ,themean consistency of order r ,consistency,and strong consistency of wavelet estimator of g are obtained.