ρ-混合序列和的收敛性及其应用

The Convergence of Weighted Sum of ρ-mixing Rondom Sequences And Its Application

该文对ρ－混合速度不作任何限制下，获得了 的完全收敛性．ａ．ｓ．收敛性．并将此结果应用于线性回归模型参数β的最小二乘估计及非多数回归模型ｇ的权函数估计中，得到了各自的强相合性．

In this paper,we obstain the weak, complete and almost sure convergence of sums of ρ-mixing random sequences with no restriction about ρ-mixing rate. Using the re- sult,we get the strong consistency of the least square estimations βn in linear regression models and weight function estimates gn in nonparametric regression.