【摘要】 研究一类新的非参数回归模型回归函数的核估计问题,其中误差项为一阶非参数自回归方程.通过重复利用Watson-Nadaraya核估计方法,构造了回归函数及误差回归函数的估计量分别为m(.)和ρ(.),在适当的条件下,证明了估计量m(.)和ρ(.)的渐近正态性.更多还原

【Abstract】 In this paper,we study the kernel estimation of a new nonparametric regression model with nonparametric AR(l).By repeatedly applying Watson-Nadaraya kernel method,we structured the estimators of the regression functionm(.) and the error’s regression functionρ(.),under the suitable conditions,we prove the asymptotic normality of m(.) and ρ(.).更多还原