在它被假定的地方,+σ i e i ( 1 ≤ i ≤ n )被考虑的下列 heteroscedastic 回归模型 Y i = g ( x i )那σ i [ 2 ]= f ( u i ),设计指( x i , u i )被知道;非随机, g;f 是未知功能。在 unobservable 骚乱 e i 形式鞅差别下面,有 f 的 g 的小浪评估者的 asymptotic 规度正在被知道或未知功能被学习。
The following heteroscedastic regression model Yi = g(xi) +σiei (1 ≤i ≤ n) is 2 considered, where it is assumed that σi^2 = f(ui), the design points (xi,ui) are known and nonrandom, g and f are unknown functions. Under the unobservable disturbance ei form martingale differences, the asymptotic normality of wavelet estimators of g with f being known or unknown function is studied.