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Abstract |
The wavelet estimator of regression function in a non-linear auto-regressive model for non-stationary time series data is proposed. A convergence theorem of the estimators, and also related theorems, ...is developed. Cross-Validation criterion is proposed for the optimum selection of parameters. The criterion is justified by the $ alpha $-mixing condition. Finally, the method is applied to the electroencephalograph (EEG) data.show more
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