Supported by National Natural Science Foundation of China(11426032,11501005);Natural Science Foundation of Anhui Province(1408085QA02,1508085QA01,1508085J06);Provincial Natural Science Research Project of Anhui Colleges(KJ2014A010,KJ2014A020,KJ2015A065);Higher Education Talent Revitalization Project of Anhui Province(2013SQRL005ZD);Quality Engineering Project of Anhui Province(2015jyxm054,2015jyxm057);Students Science Research Training Program of Anhui University(KYXL2014016,KYXL2014013);Applied Teaching Model Curriculum of Anhui University(XJYYKC1401,ZLTS2015052,ZLTS2015053);Doctoral Research Start-up Funds Projects of Anhui University
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...
supported by the National Natural Science Foundation of China(11361019);the Support Program of the Guangxi China Science Foundation(2015GXNSFAA139008)
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...
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 ...
This research is supported by the National Natural Science Foundation of China under Grant No. 11061012, the Support Program of the New Century Guangxi China Ten-hundred-thousand Talents Project under Grant No. 2005214, and the Guangxi, China Science Foundation under Grant No. 0991081.
The strong consistency of M estimators of the regression parameters in linear models for ρ-mixing random errors under some mild conditions is established, which is an essential improvement over the relevant results i...
Research supported by Natural Science Foundation of China(No.10071072)
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...
Research supported by the National Natural Science Foundation of China (1 0 0 71 0 72 )
Let {X,X n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set S n=n k=1X k,M n=max k≤n|S k|,n≥1. Suppose lim n→∞ES2 n/n=∶σ2>0 and ∞n=1...