摘要
In this paper,a nonparametric multivariate regression model with long memory covariates and long memory errors is considered.We approximate the nonparametric multivariate regression function by the weighted additive one-dimensional functions.The local linear smoothing and least squares method are proposed for the one-dimensional regression estimation and the weight parameters estimation,respectively.The asymptotic behaviors of the proposed estimators are investigated.
In this paper, a nonparametric multivariate regression model with long memory covariates and long memory errors is considered. We approximate the nonparametric multivariate regression function by the weighted additive one-dimensional functions. The local linear smoothing and least squares method are proposed for the one-dimensional regression estimation and the weight parameters estimation, respectively. The asymptotic behaviors of the proposed estimators are investigated.
基金
Supported by the National Natural Science Foundation of China(No.11671194 and No.11501287)
