强混合相依变量加权和的收敛性及其应用

Convergence of the Weighted Sums with Applications for Strongly Mixing Sequence

本文提供一条处理相依样本的新途径.建立了强混合相依变量加权和的收敛性.作为它的应用,考虑回归模型,给出回归函数非参数的强相合估计.

The main purpose of this paper is to present a new way to establish convergence of the weighted sums for strongly mixing sequences. Aa an application to the regression model, we give a strong consistent estimation of the regression function.