Abstract:

The consistency of nonparametric regression model for moving average process was investigated based on φ-mixing sequence. Under some general conditions, the qmean convergence and uniform q-mean convergence for the estimator of nonparametric regression model were obtained by using Cr inequality, Jensen inequality, Hlder inequality, moment inequality of the φ-mixing sequence and some properties of weighted functions, and some related results were generalized.

Key words: moving average process; φ-mixing sequence; nonparametric regression model; q-mean convergence; uniform q-mean convergence