Wavelet estimation in heteroscedastic regression models with alpha-mixing random errors

Ding, LW; Chen, P

Ding, LW (corresponding author), Nanjing Univ Sci & Technol, Sch Sci, Nanjing 210094, Peoples R China.; Ding, LW (corresponding author), Guangxi Univ Finance & Econ, Sch Informat & Stat, Nanning 530003, Peoples R China.

LITHUANIAN MATHEMATICAL JOURNAL, 2021; 61 (1): 13

Abstract

We investigate the heteroscedastic regression model Y-ni = g(x(ni)) + sigma(ni)epsilon(ni), i = 1, . . . , n, where sigma(2)(ni) = f(u(ni)), (x(ni), u......

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