Abstract

ABSTRACT We obtain an estimator for the non parametric regression function using spline wavelets. A bound for the mean integrated square error is also derived. We use this approach to fit a curve for the movement of stock price of Bombay Stock Exchange (BSE) with respect to time. The result of the above curve fitting is compared graphically with those obtained by using the Nadaraya–Watson's estimator, Lyche–Schumaker estimator, and an orthogonal series estimator.

Full Text
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

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.