Wu Li, Hu Hongchang. Asymptotic Properties of Wavelet Estimators in a Semiparametric EV Model under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(6): 607-632.
Citation: Wu Li, Hu Hongchang. Asymptotic Properties of Wavelet Estimators in a Semiparametric EV Model under NA Samples[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(6): 607-632.

Asymptotic Properties of Wavelet Estimators in a Semiparametric EV Model under NA Samples

  • In this paper, we research the semiparametric EV model under NA samples. Some estimators of the parameter, nonparameter and the variance function are established by the wavelet smoothing method. Under some general conditions, the strong consistency and the asymptotic normality of wavelet estimators are studied.
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