Title :
Convergence Rate of Wavelet Estimator in a Semi-parametric Regression Model with alpha-mixing Errors
Author :
Chang, Zhenhai ; Liu, Wei
Abstract :
This paper considers a semi-parametric regression model with fixed design points, whose errors are a stationary a-mixing sequence. The estimators of unknown parameter and non-parameter are derived by the wavelet method. Under proper conditions, strong convergence rates of the estimators are obtained.
Keywords :
Convergence; Educational institutions; Estimation; Mathematical model; Wavelet transforms; Writing; a-mixing; convergence rate; semi-parametric regression model; wavelet estimation;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2011 International Conference on
Conference_Location :
Chengdu, China
Print_ISBN :
978-1-4577-1540-2
DOI :
10.1109/ICCIS.2011.116
