L^p-混合误差下回归模型估计量的平均相合性

Mean consistency for estimators of regression model under L^p-mixingale errors

研究了一类误差是Lp 混合的线性模型与非参数回归模型,在免去了文献中对模型所施加的"误差绝对值的p次方一致可积"这一限制条件后,仍得到了估计量的p阶平均相合性.

We study the linear and nonparametric regression model with L^p-mixingale errors, and obtain the pth-mean consistency for the estimators without assuming the condition of the uniform integrability for the errors.