辽宁工程技术大学学报（自然科学版）2017，Vol.36Issue(11)：1228-1232,5.DOI:10.11956/j.issn.1008-0562.2017.11.021
ρ混合序列权函数估计的渐近性质
Asymptotic properties of the weighted function estimator for ρ-mixing sequence
摘要
Abstract
This paper studied the asymptotic properties of the weighted function estimator for ρ-mixing sequence in the nonparametric regression model,and showed the strong consistency by probability inequalities of dependent sequences and truncation method under reasonable moment condition for the weighted function estimator of regression function g(·).The asymptotic normality was demonstrated by probability inequalities of dependent sequences and block size method under reasonable moment and weighted function condition for the weighted function estimator of regression function g(·),which generalize the corresponding methods and results of other dependent sequences for ρ-mixing sequence.关键词
ρ混合序列/回归模型/权函数估计/强相合性/渐近正态性Key words
ρ-mixing sequence/regression model/weighted function estimator/strong consistency/asymptotic normality分类
数理科学引用本文复制引用
丁立旺,李永明..ρ混合序列权函数估计的渐近性质[J].辽宁工程技术大学学报（自然科学版）,2017,36(11):1228-1232,5.基金项目
国家自然科学基金(11461057) （11461057）
广西高校中青年教师基础能力提升项目(KY2016YB406) （KY2016YB406）
广西财经学院青年教师科研发展基金(2016QNB08) （2016QNB08）
