2007•Journal of Hefei University of TechnologyRequires access

Nonparametric wavelet estimator of a fixed designed regression function for martingale sequences

DU Xue-qiao

Abstract

In this paper,the nonparametric regression model Y_(ni)=g(t_(ni))+e_(ni)(i=1,2,…,n)is considered,where { t_(ni)} is a set of fixed designed points and {e_(ni) } is the stationary process under martingale difference or L~q-mixingale.The wavelet method is adopted to estimate g(t) and its consistency and strong consistency are studied.

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Key concepts: Mathematics, Martingale difference sequence, Wavelet, Estimator, Regression function, Nonparametric regression, Strong consistency, Martingale (probability theory)