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Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process |
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| Authors: | H Doosti M Afshari H A Niroumand |
| Institution: | 1. Department of Statistics, School of Mathematical Sciences , Ferdowsi University , Mashhad, Iran doosti@math.um.ac.ir;3. Department of Statistics, School of Mathematical Sciences , Ferdowsi University , Mashhad, Iran |
| Abstract: | We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of mixing stochastic process with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts studied earlier in literature. |
| Keywords: | Besov space Mixing stochastic process Multiresolution analysis Nonparametric curve estimation Random design Wavelets |