Volume no :3, Issue no: 1, August 2009

Journal of Mathematical Sciences: Advances and Applications

CONVERGENCE RATES OF WAVELET ESTIMATORS IN SEMIPARAMETRIC REGRESSION MODELS WITH MARTINGALE DIFFERENCE ERROR

Author's: Hongchang Hu
Pages: [7] - [19]
Received Date: August 14, 2008
Submitted by:

Abstract

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].

Keywords

semiparametric regression model, wavelet estimation, martingale difference sequence, strong convergence rate.