本文研究了回归函数小波估计的渐进性质的问题.利用概率不等式方法,获得了函数g(·)的小波估计量的r-阶矩相合,依概率收敛和强收敛以及渐进正态性的结果,所获的结果推广了其他混合相依下的相应结果.
In this article,we study the asymptotic properties for wavelet estimator of regression function.By using the method of the probability inequalities,we obtain the r-moment convergence,consistency and asymptotic normality for the wavelet estimator of g(·),which generalize the corresponding results for mixing dependent random sequences.