Title : ( Wavelets for nonparametric Stochastic regression with mixing stochastic processes )
Authors: Mahmoud afshari , Hassan Doosti , Hossein Ali Niroumand ,
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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
@article{paperid:1006699,
author = {Afshari, Mahmoud and Doosti, Hassan and Niroumand, Hossein Ali},
title = {Wavelets for nonparametric Stochastic regression with mixing stochastic processes},
journal = {Communications in Statistics - Theory and Methods},
year = {2008},
number = {37},
month = {May},
issn = {0361-0926},
pages = {373--385},
numpages = {12},
keywords = {Besov space; Mixing stochastic process; Multiresolution analysis;
Nonparametric curve estimation; Random design; Wavelets},
}
%0 Journal Article
%T Wavelets for nonparametric Stochastic regression with mixing stochastic processes
%A Afshari, Mahmoud
%A Doosti, Hassan
%A Niroumand, Hossein Ali
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2008
