Author's: Hongchang Hu
Pages: [7] - [19]
Received Date: August 14, 2008
Submitted by:
Under a martingale difference error sequence, a semiparametric
regression model is considered by wavelet method. Under some general
conditions, strong convergence rates of parametric and nonparametric
estimators are Hence our results are extensions of Qian and
Cai [12] and Hu and Hu [5].
semiparametric regression model, wavelet estimation, martingale difference sequence, strong convergence rate.