学术
ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR IN HETEROSCEDASTIC REGRESSION MODEL
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Liang Hanying Lu Yi
Dept. of Appl. Math., Tongji Univ., Shanghai 200092, China.
国际标准刊号：ISSN 1005-1031
国内统一刊号：CN 33-1171
文章出处:
《高校应用数学学报：英文版》-2007年22卷4期 -453-459页
Applied Mathematics A Journal of Chinese Universities
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ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR IN HETEROSCEDASTIC REGRESSION MODEL
Abstract:
The following heteroscedastic regression model Yi = g（xi） ＋σiei （1 ≤i ≤ n） is 2 considered, where it is assumed that σi^2 = f（ui）, the design points （xi,ui） are known and nonrandom, g and f are unknown functions. Under the unobservable disturbance ei form martingale differences, the asymptotic normality of wavelet estimators of g with f being known or unknown function is studied.[著者文摘]
Key words:
regression function, martingale difference error, wavelet estimator, asymptotic normality.
基金资助:
Partially supported by the National Natural Science Foundation of China （10571136）.
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