Strong consistency of regression function estimator with martingale difference errors

DOI10.1515/MATH-2021-0090MaRDI QIDQ2669045zbMATH OpenOpenAlexFDO

Authors Ying-Xia Chen

Publication date 9 March 2022

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

consistencymartingale differenceregression function

Mathematics Subject Classification ID

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

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Cited in

(4)

• Testing the martingale difference hypothesis using integrated regression functions
• 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
• Limit behaviors of regression function estimator with martingale difference errors

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