Wavelets for nonparametric stochastic regression with mixing stochastic process

H. Doosti*, M. Afshari, H. A. Niroumand

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Abstract

We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of mixing stochastic process with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts studied earlier in literature.

Original languageEnglish
Pages (from-to)373-385
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume37
Issue number3
DOIs
Publication statusPublished - 2008
Externally publishedYes

Keywords

  • Besov space
  • mixing stochastic process
  • multiresolution analysis
  • nonparametric curve estimation
  • random design
  • wavelets

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