利用截断和大小分块的方法,考虑非参数回归模型中ρ混合序列小波估计的渐近性质,得到了函数g(·)小波估计的强相合性与渐近正态性.
By using methods of truncation and large-blocks or small-blocks, we considered the asymptotic properties of the wavelet estimator for ρ-mixing sequence in the nonparametric regression model, and obtained the strong consistency and the asymptotic normality of the wavelet estimator of g(· ).