Article ID: | iaor20118324 |
Volume: | 7 |
Issue: | 2 |
Start Page Number: | 139 |
End Page Number: | 147 |
Publication Date: | Apr 2011 |
Journal: | Pakistan Journal of Statistics and Operation Research |
Authors: | Arfi Mounir |
Keywords: | estimation |
We give the uniform almost sure convergence of the kernel estimate of the regression function over a sequence of compact sets which increses to the whole real line when the observed process is a rho‐mixing one.