Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process
Hassan Doosti, Mahmoud Afshari, H. A. Niroumand · Communication in Statistics- Theory and Methods · 2008
We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of mixing stochastic process with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts studied earlier in literature.