| 鞅差误差下非参数模型的小波估计 |
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| 引用本文： | 梁汉营 张冬霞 吕保献. 鞅差误差下非参数模型的小波估计[J]. 高校应用数学学报(英文版), 2004, 19(3): 302-310 |
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| 作者姓名： | 梁汉营 张冬霞 吕保献 |
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| 作者单位： | [1]Dept.ofAppl.Math.,TongjiUniv.,Shanghai200092,China. [2]Dept.ofBasicCourses,CollegeofIndustrialProfessionandTechnolgyofHenan,Nanyang473000,China. |
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| 摘 要： | This paper is concerned with the heteroscedastic regression model Y1=g(xi) σiei, (1≤i≤n) under correlated errors ei,where it is assumed that σi^2 =f(ui),the design points (xi,u1)are known and nonrandom, and g and f are unknown functions. Assuming that unobserved disturbances ei are martingale differences. The strong uniform convergence rates and r-th moment uniform convergence rates of wavelet estimator of g are investigated. Also,the strong uniform convergence rates are discussed for wavelet estimator of f.
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| 关 键 词： | 鞅差 误差 非参数模型 小波估计 |
WAVELET ESTIMATION IN NONPARAMETRIC MODEL UNDER MARTINGALE DIFFERENCE ERRORS |
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| Affiliation: | Dept.of Appl.Math.,Tongji Univ.,Shanghai 200092,China;Dept.of Basic Courses,College of Industrial Profession and Technolgy of Henan,Nanyang 473000,China |
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