Abstract
This work mainly investigates the asymptotic properties for the wavelet estimator in a non parametric regression model with martingale difference random errors. The moment consistency, strong consistency, complete consistency, the rate of strong consistency and the asymptotic normality for the wavelet estimator are established under some mild conditions, which were not obtained before. Some numerical analysis is carried out to support the theoretical results.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
