Asymptotic properties for estimates of nonparametric regression model with martingale difference errors |
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| Authors: | Xia Chen |
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| Institution: | 1. College of Mathematics and Information Science , Shaanxi Normal University , Xi'an , 710062 , People's Republic of China xchen80@yahoo.com.cn |
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| Abstract: | Consider the nonparametric regression model with martingale difference errors. Nonparametric estimator g n (x) of regression function g(x) will be introduced, and its asymptotic properties are studied. In particular, the pointwise and uniform convergence of g n (x) and its asymptotic normality will be investigated. This extends the earlier work on independent random errors. |
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| Keywords: | nonparametric regression martingale difference consistency complete convergence asymptotic normality |
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