Strong consistency of wavelet estimation in the semiparametric regression model
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This paper considers the semiparametric regression model given by yi=xiβ+g(ti)+ei,1≤i≤n.The wavelet method is adopted to construct the estimator β^n,g^n(·) of β,g(·),and then the strong consistency of β^n,g^n(·) is proved under some conditions,which enhances the research results in the existing literature.