Asymptotic normality of wavelet estimator for ρ -mixing errors

摘要：

In this paper, we consider a semi-parametric fixed design regression model based on ρ -mixing sequences. The estimators of unknown parameter and non-parameter are derived by the wavelet method. Under proper conditions, asymptotic normality of the wavelet estimators is proved.

关键词： semi-parametric regression model wavelet estimator ρ-mixing asymptotic normality

作者: Wei LIU Zhenhai CHANG Wansheng HE

作者单位: School of Mathematics and Statistics, Tianshui Normal University, Tianshui, Gansu, 741000, China

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 190-193

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）