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
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.