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Abstract:
This paper studies multivariate wavelet regression estimators with errors-in-variables under strong mixing data. We firstly prove the strong consistency for non-oscillating and Fourier-oscillating noises. Then, a convergence rate is provided for non-oscillating noises, when an estimated function has some smoothness. Finally, the consistency and convergence rate are discussed for a practical wavelet estimator.
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Source :
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN: 0020-3157
Year: 2019
Issue: 3
Volume: 71
Page: 553-576
1 . 0 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
Cited Count:
WoS CC Cited Count: 4
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 9
Affiliated Colleges: