Local polynomial estimation of regression functions for mixing processes

E. Masry, Jianqing Fan
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引用次数: 199

Abstract

Local polynomial fitting for the estimation of a general regression function and its derivatives for p-mixing and strongly mixing processes is considered. Joint asymptotic normality for the regression function and its derivatives is established.
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混合过程回归函数的局部多项式估计
研究了p混合和强混合过程中一般回归函数及其导数估计的局部多项式拟合问题。建立了回归函数及其导数的联合渐近正态性。
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