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Applied Mathematics and Mechanics (English Edition) ›› 2006, Vol. 27 ›› Issue (7): 901-910 .doi: https://doi.org/10.1007/s10483-006-0705-1

• 论文 • 上一篇    下一篇

WAVELET-BASED ESTIMATORS OF MEAN REGRESSION FUNCTION WITH LONG MEMORY DATA

李林元, 肖益民   

  • 收稿日期:2005-01-17 修回日期:2006-04-09 出版日期:2006-07-18 发布日期:2006-07-18
  • 通讯作者: 李林元

WAVELET-BASED ESTIMATORS OF MEAN REGRESSION FUNCTION WITH LONG MEMORY DATA

LI Lin-yuan, XIAO Yi-min   

    1. Department of Mathematics and Statistics, University of New Hampshire, 03824, USA;
    2. Department of Statistics and Probability, Michigan State University, 48824, USA
  • Received:2005-01-17 Revised:2006-04-09 Online:2006-07-18 Published:2006-07-18
  • Contact: LI Lin-yuan

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Abstract: This paper provides an asymptotic expansion for the mean integrated squared error (MISE) of nonlinear wavelet-based mean regression function estimators with long memory data. This MISE expansion, when the underlying mean regression function is only piecewise smooth, is the same as analogous
expansion for the kernel estimators. However, for the kernel estimators, this MISE expansion generally fails if the additional smoothness assumption is absent.

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