ABSTRACT

Let Υο,Υι, . . . , y „-1 denote data generated by the fixed-design regression model

where n = 2J and the design points xq, . . . , x n-i all belong to an in­ terval [0,T] and are assumed to be equally spaced. The random variables (Yi) are measurements of the unknown regression function g : [0,T] —► H, contaminated with errors et· which are assumed to be independent identically distributed (i.i.d.) random variables with mean 0 and variance σ 2.