Asymptotic properties of wavelet estimators in heteroscedastic semiparametric model based on negatively associated innovations
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DOI: 10.1186/s13660-019-2267-4
Abstract: Consider the heteroscedastic semiparametric regression model yi=xiβ+g(ti)+εi$y_{i}=x_{i}\beta+g(t_{i})+\varepsilon_{i}$, i=1,2,…,n$i=1, 2, \ldots, n$, where β is an unknown slope parameter, εi=σiei$\varepsilon_{i}=\sigma_{i}e_{i}$, σi2=f(ui)$\sigma^{2}_{i}=f(u_{i})$, (xi,ti,ui)$(x_{i},t_{i},u_{i})$ are nonrandom design points, yi$y_{i}$ are the response variables, f and g are unknown… read more here.
Keywords: heteroscedastic semiparametric; properties wavelet; asymptotic properties; model ... See more keywords