This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some m...This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators.展开更多
基金supported by National Natural Science Foundation of China(Grant No.11171147)Qing Lan Project,Jiangsu Province,and the Cultivation Fund of the Key Scientific and Technical Innovation Project,Ministry of Education of China(Grant No.708044)
文摘This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators.
