No Detail Found!

Multivariate stochastic regression estimation by wavelet methods for stationary time series.

Author(s)
Hassan Doosti Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran
Hosein Ali Niroumand Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran
Abstract
The estimation of multivariate stochastic regression Y=r(X1,X2,…Xd)+ε; d≥ for a stationary random process {Xi} using wavelet methods is considered. Uniform rates of almost sure convergence over compact subsets of Rd in the Besov space Bspq are established for strongly mixing processes. Also, considering the case d=1, the results given by Doosti et al. (2008) are obtained as special cases.
Publication Details
Page(s) 37-46
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 25, Issue: 1, Year: 2009

Request the full text from PASTIC

0

Citations

0

Downloads

40

Views