Regression Function Estimation Using Spline Wavelets
Md. KAMAL UDDIN, Uttara V. Naik-Nimbalkar · Communication in Statistics- Theory and Methods · 2005
We obtain an estimator for the non parametric regression function using spline wavelets. A bound for the mean integrated square error is also derived. We use this approach to fit a curve for the movement of stock price of Bombay Stock Exchange (BSE) with respect to time. The result of the above curve fitting is compared graphically with those obtained by using the Nadaraya–Watson's estimator, Lyche–Schumaker estimator, and an orthogonal series estimator.