NA样本下固定设计回归估计的渐进正态性

Asymptotic Normality of Fixed Design Regression Under Strictly Stationary NA Sampels

对于固定设计回归模型 ,本文在NA样本、强平稳及较弱的条件下建立了回归权函数估计的渐近正态性 ,应用这一结果具体地讨论了Gasser Muller估计和Priestley Chao估计 。

Considering the fixed regression model and supposing that the error randon variables are coming from strictly stationary NA sampel, We establish the asymptotic nomality of the weighted function estimate of the fixed design regression under weak condition. using this result, we further disscuss the Gasser-Muller estimate, Priestley-Chao estimate and obtain the corresponding results.