Convergence Rate of Estimator forNonparametric Regression Model under ρ-mixing Errors

In this paper, we investigate the nonparametric regression model based on ρ-mixing errors, which are stochastically dominated by a nonnegative random variable. Weobtain the convergence rate for the weighted estimator of unknown function g（x） in pth-mean, which yields the convergence rate in probability. Moreover, an example of the nearestneighbor estimator is also illustrated and the convergence rates of estimator are presented.

Precise Asymptotics in the Baum-Katz and Davis Laws of Large Numbers of ρ-mixing Sequences

Let {X,Xn;n ≥ 1} be a strictly stationary sequence of ρ-mixing random variables with mean zeros and finite variances. Set Sn =∑k=1^n Xk, Mn=maxk≤n｜Sk｜,n≥1.Suppose limn→∞ESn^2/n=：σ^2〉0 and ∑n^∞=1 ρ^2/d（2^n）〈∞,where d=2 if 1≤r〈2 and d〉r if r≥2.We prove that if E｜X｜^r 〈∞,for 1≤p〈2 and r〉p,then limε→0ε^2（r-p）/2-p ∑∞n=1 n^r/p-2 P{Mn≥εn^1/p}=2p/r-p ∑∞k=1（-1）^k/（2k＋1）^2（r-p）/（2-p）E｜Z｜^2（r-p）/2-p,where Z has a normal distribution with mean 0 and variance σ^2.

Complete convergence of ρ-mixing sequence

Let {Xn, n≥1} be a sequence of random variables and let Sn=∑1≤i≤nXi,n-=σ（Xi1≤i≤n）,n+=σ（Xi,i≥n）,n≥1.

Complete Convergence and Weak Law of Large Numbers for <i><span style="text-decoration:overline;">ρ</span></i>-Mixing Sequences of Random Variables

In this paper, the complete convergence and weak law of large numbers are established for ρ-mixing sequences of random variables. Our results extend and improve the Baum and Katz complete convergence theorem and the classical weak law of large numbers, etc. from independent sequences of random variables to ρ-mixing sequences of random variables without necessarily adding any extra conditions.

混合序列强大数定律的收敛速度

本文在对混合速度没有任何限制的条件下讨论了ρ－ｍｉｘｉｎｇ序列大数定律的收敛速度问题．

矩条件下任意随机序列的一些收敛结果(英文)

Let {X n , n ≥ 1} be an arbitrary sequence of random variables. Some convergence results for the partial sums of arbitrary sequence of random variables are obtained, which generalize the known results for independent sequences, NA sequences, ρ-mixing sequences and φ-mixing sequences, and so on.

Laws of the Iterated Logarithm for-mixing Random Variables with Normal Distribution

Consider a ρ-mixing sequence of identically distributed random variables with the underlying dis- tribution in the domain of attraction of the normal distribution. This paper proves that law of the iterated logarithm holds for ρ-mixing sequences of random variables. Our results generalize and improve Theorems 1.2-1.3 of Qi and Cheng （1996） from the i.i.d, case to ρ-mixing sequences.