@article{Kou2023, 
author = {Junke Kou and Hao Zhang},
title = {Wavelet estimations of the derivatives of variance function in heteroscedastic model},
year = {2023},
journal = {AIMS Mathematics},
volume = {8},
number = {6},
pages = {14340-14361},
keywords = {nonparametric wavelet estimation, derivative function, heteroscedastic model, Lp risk},
url = {https://www.sciopen.com/article/10.3934/math.2023734},
doi = {10.3934/math.2023734},
abstract = {This paper studies nonparametric estimations of the derivatives        r          (      m      )        (  x  ) of the variance function in a heteroscedastic model. Using a wavelet method, a linear estimator and an adaptive nonlinear estimator are constructed. The convergence rates under        L                            p          ~                      (  1  ≤            p      ~        <  ∞  ) risk of those two wavelet estimators are considered with some mild assumptions. A simulation study is presented to validate the performances of the wavelet estimators.}
}