Strong consistency of regression function estimator with martingale difference errors

DOI10.1515/MATH-2021-0090OpenAlexW3201347639MaRDI QIDQ2669045FDOQ2669045

Authors: Ying-Xia Chen 

Publication date: 9 March 2022

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2021-0090

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zbMATH Keywords

consistencyregression functionmartingale difference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear inference, regression (62Jxx)

Cites Work

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Cited In (3)

• The consistency for the estimator of nonparametric regression model based on martingale difference errors
• Complete convergence of weighted sums of martingale differences and statistical applications
• Testing the martingale difference hypothesis using integrated regression functions

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