Wavelets for nonparametric stochastic regression with mixing stochastic process

H. Doosti; M. Afshari; H. A. Niroumand

doi:10.1080/03610920701653003

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 journal › Article › peer-review

12 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 language	English
Pages (from-to)	373-385
Number of pages	13
Journal	Communications in Statistics - Theory and Methods
Volume	37
Issue number	3
DOIs	https://doi.org/10.1080/03610920701653003
Publication status	Published - 2008
Externally published	Yes

Keywords

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

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10.1080/03610920701653003

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@article{bbba82b28c1846d5b48559ec4526287b,

title = "Wavelets for nonparametric stochastic regression with mixing stochastic process",

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.",

keywords = "Besov space, mixing stochastic process, multiresolution analysis, nonparametric curve estimation, random design, wavelets",

author = "H. Doosti and M. Afshari and Niroumand, {H. A.}",

year = "2008",

doi = "10.1080/03610920701653003",

language = "English",

volume = "37",

pages = "373--385",

journal = "Communications in Statistics - Theory and Methods",

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TY - JOUR

T1 - Wavelets for nonparametric stochastic regression with mixing stochastic process

AU - Doosti, H.

AU - Afshari, M.

AU - Niroumand, H. A.

PY - 2008

Y1 - 2008

N2 - 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.

AB - 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.

KW - Besov space

KW - mixing stochastic process

KW - multiresolution analysis

KW - nonparametric curve estimation

KW - random design

KW - wavelets

UR - http://www.scopus.com/inward/record.url?scp=38349107131&partnerID=8YFLogxK

U2 - 10.1080/03610920701653003

DO - 10.1080/03610920701653003

M3 - Article

AN - SCOPUS:38349107131

VL - 37

SP - 373

EP - 385

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 3

ER -

Wavelets for nonparametric stochastic regression with mixing stochastic process

Abstract

Keywords

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