ASYMPTOTIC-BEHAVIOR OF REGRESSION FUNCTIO N ESTIMATORS BASED ON NONSTATIONARY DEPENDENT OBSERVATIONS

Authors
HAREL M PURI ML
Citation
M. Harel et Ml. Puri, ASYMPTOTIC-BEHAVIOR OF REGRESSION FUNCTIO N ESTIMATORS BASED ON NONSTATIONARY DEPENDENT OBSERVATIONS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 320(1), 1995, pp. 75-78
Citations number
5
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
320
Issue
1
Year of publication
1995
Pages
75 - 78
Database
ISI
SICI code
0764-4442(1995)320:1<75:AORFNE>2.0.ZU;2-E
Abstract
In this Note the convergence of the regression function estimators and the central limit theorem for theses estimators are proved for the ca se when the underlying sequence of random variables is dependent and n onstationary.