文章基本信息

标题：Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations
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作者：Guo-Liang Fan ; Hong-Xia Xu
期刊名称：Discrete Dynamics in Nature and Society
印刷版ISSN：1026-0226
电子版ISSN：1607-887X
出版年度：2019
卷号：2019
页码：1-11
DOI：10.1155/2019/7146793
出版社：Hindawi Publishing Corporation
摘要：In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary -mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.