Article ID: | iaor1997780 |
Country: | United States |
Volume: | 15 |
Issue: | 3/4 |
Start Page Number: | 255 |
End Page Number: | 290 |
Publication Date: | Jul 1995 |
Journal: | American Journal of Mathematical and Management Sciences |
Authors: | Harel Michel, Puri Madan L. |
In this paper the convergence of the regression function estimators and the central limit theorem for these estimators are proved for the case when the underlying sequence of random variables is dependent and nonstationary.