Wavelet Estimation of Regression Function Based on Mixing Sequence Under Fixed Design

Abstract:

      Consider nonparametric regression modal Ｙ_i＝ｒ（ｔ_i）＋ε_i, ｔ_i is fixed design point and ｛ε_i｝is ρ depending r， v， we get the estimation of r(t) with wavelet method and discuss its weak convergence, strong convergence and the rate of convergence，