Journal of Pure and Applied Mathematics: Advances and ApplicationsAuthor's: Hongchang Hu
Pages: [225] - [241]
Received Date: December 13, 2008
Submitted by:
In this paper, consider a semiparametric regression model
where the error 
is a martingale difference sequence with
We obtain the wavelet estimator of error
variance 
Under general conditions, we investigate
asymptotic normality of 
and the asymptotic chi-square distribution
of the quadratic forms in 
semiparametric regression model, wavelet estimate, martingale difference sequence, asymptotic distribution.
