𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asymptotic normality of wavelet estimator in heteroscedastic model withα-mixing errors

✍ Scribed by Hanying Liang

Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2010
Tongue
English
Weight
405 KB
Volume
24
Category
Article
ISSN
1009-6124

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymptotic normality in conditional wave
Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations
✍ Si-Li Niu; Zhan-Ao Xue 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 263 KB

## Alber In this paper we define a new nonlinear wavelet-based estimator of conditional density function for a left truncation model. Asymptotic normality of the estimator is established. It is assumed that the lifetime observations form a stationary a-mixing sequence.