Acta mathematica scientia,Series A ›› 2004, Vol. 4 ›› Issue (5): 597-606.

• Articles • Previous Articles     Next Articles

Nonparametric Wavelet Estimation of a Fixed Designed Regression Function

 SUN Yan, CHAI Gen-Xiang   

  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    国家自然科学基金(10171079)资助

Abstract:

In this article the authors  consider the nonparametric regression model:\$Y\-i=g(t\-i)+ε\-i,i=1,…,n\$  where \${t\-i}\$ be a set of  fixed designed points and \$ {ε\-i}\$  be αmixing stationary process. Here the authors adopt wavelet method toestimate g(t) and study its consistency, strong consistency and convergence rate.

Key words: αmixing, Wavelet estimation, Consitency, Convergencerate

CLC Number: 

  • 62G08
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