Consistency properties for the wavelet estimator in nonparametric regression model with dependent errors

Abstract In this paper, we establish the pth mean consistency, complete consistency, and the rate of complete consistency for the wavelet estimator in a nonparametric regression model with m-extended negatively dependent random errors. We show that the best rates can be nearly O ( n − 1 / 3 ) $O(n^{...

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Bibliographic Details
Main Authors: Qihui He, Mingming Chen
Format: Article
Language:English
Published: SpringerOpen 2021-09-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:https://doi.org/10.1186/s13660-021-02603-0