A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors

Year, pages: 2019, 1471 - 1484

In this paper, we consider the wavelet estimators of a nonparametric regression model based on widely orthant dependent random errors. The moment consistency and the completely consistency for wavelet estimators under some more mild moment conditions are investigated. The results obtained in the paper improve and extend the corresponding ones for dependent random variables. Finally, we provide a numerical simulation to verify the validity of our results.

Liwang, D., Ping, C. 2019. A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors. In Mathematica Slovaca, vol. 69, no.6, pp. 1471-1484. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0323

Liwang, D., Ping, C. (2019). A note on the consistency of wavelet estimators in nonparametric regression model under widely orthant dependent random errors. Mathematica Slovaca, 69(6), 1471-1484. 0139-9918. DOI: https://doi.org/10.1515/ms-2017-0323

Publisher: Mathematical Institute, Slovak Academy of Sciences, Bratislava