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Wavelet regression estimations with strong mixing data

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  • Junke Kou

    (Beijing University of Technology)

  • Youming Liu

    (Beijing University of Technology)

Abstract

Using a wavelet basis, we establish in this paper upper bounds of wavelet estimation on $$ L^{p}({\mathbb {R}}^{d}) $$ L p ( R d ) risk of regression functions with strong mixing data for $$ 1\le p

Suggested Citation

  • Junke Kou & Youming Liu, 2018. "Wavelet regression estimations with strong mixing data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 667-688, December.
    • Handle: RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-018-00430-0
    DOI: 10.1007/s10260-018-00430-0
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    References listed on IDEAS

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    8. Kou, Junke & Liu, Youming, 2016. "An extension of Chesneau’s theorem," Statistics & Probability Letters, Elsevier, vol. 108(C), pages 23-32.
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