LI Lin-yuan, XIAO Yi-min. Wavelet-Based Estimators of the Mean Regression Function With Long Memory Date[J]. Applied Mathematics and Mechanics, 2006, 27(7): 789-798.
Citation: LI Lin-yuan, XIAO Yi-min. Wavelet-Based Estimators of the Mean Regression Function With Long Memory Date[J]. Applied Mathematics and Mechanics, 2006, 27(7): 789-798.

Wavelet-Based Estimators of the Mean Regression Function With Long Memory Date

  • Received Date: 2005-01-17
  • Rev Recd Date: 2006-04-09
  • Publish Date: 2006-07-15
  • An asymptotic expansion is provide for the mean integrated squared error (MISE) of nonlinear wavelet-based mean regression function estimators with long memory data. This MISE expansion is shown, when the underlying mean regression function is only piecewise smooth. It is the same with 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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      沈阳化工大学材料科学与工程学院 沈阳 110142

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