[1] Lu C R, Lin Z Y. Limit theories for mixing dependent variables. Beijing: Science Press, 1997
[2] Antoniadis A, Gregoire G, Mckeague I W. Wavelet method for estimation. JASA, 1994, 89: 1340-1353
[3] Eubank R L, Hart J D, Speckman P. Trigonometric series regression estimator with an application to
partially linear model. J Multivariate Anal, 1990, 32: 70-83
[4] B¨uhlman P, K¨unsch H R. The blockwise bootstrap for general parameters of a stationary time series.
Research Report, 1993, N0.70, ETH Zurich
[5] Yuichi K. Empirical likelihood methods with weakly dependent processes. Ann Statist, 1997, 25: 2084-
2102
[6] Lahiri S H. Theoretical comparison of block bootstrap methods. Annals of Statist, 1999, 27: 386-404
[7] Chui C K. An introduction to wavelets. Boston: Academic Press, 1992
[8] Chai G X, Xu K J. Wavelet smoothing in semiparametic regression model. Chinese Journal of Applied
Probability and Statistics, 1999, 15: 97-105.
[9] Shi J. An empirical likelihood estimation of the error variance in linear correlation models and its bootstrap.
Mathematica Acta Scientia, 1997, 17: 38-46
|