关键词: Fixed-design, semiparametric regression, linear time series

Abstract:

This article studies parametric component and nonparametric component
estimators in a semiparametric regression model with linear time series errors; their r-th mean consistency and complete consistency are obtained under suitable conditions. Finally, the author shows that the usual weight functions based on nearest neighbor methods satisfy the designed assumptions imposed.

Key words: Fixed-design, semiparametric regression, linear time series