Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors

Lulu Zheng, Yang Ding and Xuejun Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 14, 6764-6773

Abstract: In this article, by using the Rosenthal-type inequality and the Bernstein's big-block and small-block procedure, we establish the asymptotic normality for the estimators of non parametric regression model based on ϕ-mixing errors. The result obtained in the article generalizes some corresponding ones for some dependent random variables.

Date: 2017
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DOI: 10.1080/03610926.2015.1134574

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