Wavelet estimations of the derivatives of variance function in heteroscedastic model.

This paper studies nonparametric estimations of the derivatives 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 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. [ABSTRACT FROM AUTHOR]