Weighted Wavelet Estimation in Heteroscedastic Models with Linear Trend and Dependent Errors
Journal Title: 河南科技大学学报（自然科学版） - Year 2018, Vol 39, Issue 2
Abstract
For the heteroscedastic models with linear trend, the weighted wavelet estimators of the unknown parameters and variance function were constructed by the wavelet method.When the random error sequence wasα-mixing, the asymptotic normality of the parameter wavelet estimators was obtained.
Authors and Affiliations
Zhen XU, Xinqian WU, Gege ZHANG
Keywords
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