考虑非参数方差模型Yi=σ（xi）εi,i=1,2,…,n,其中xi是固定设计点列,{εi}是严平稳α-混合序列.该文利用小波方法构造了方差函数σ2（x）的估计量,在设定的假设条件下,讨论了其小波估计的有偏性、方差和相合性.%In this paper,we consider a nonparametric variance modelYi=σxiεi,i=1,2,…,n,where xi are fixed design points and εi is a strictly stationary and α-mixing process.Wavelet estimate of variance function σ2x is constructed.Some properties including the bias,variance and consistency are discussed under certain assumptions.
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