Complete consistency for the estimator of nonparametric regression model based on martingale difference errors

Abstract

In this paper, we study the complete consistency for the estimator of nonparametric regression model based on martingale difference errors, and obtain the convergence rates of the complete consistency by using the inequalities for martingale difference sequence. Finally, some simulations are illustrated.

Keywords:

• Regression model
• martingale difference
• convergence rate
• complete consistency

2010 MATHEMATICS SUBJECT CLASSIFICATION:

• 62G05
• 62G08
• 60E15

Additional information

Funding

This work is supported by IRTSTHN (14IRTSTHN023), NSFC (11471104).