文章研究了单函数指标非参数回归模型的估计问题,利用Kolmogorov熵的方法,基于时间序列函数型数据,在α混合相依序列下,获得了模型中非参数回归函数算子核估计的一致几乎完全收敛及其收敛速度,推广了现有文献中的相关结果。
In this paper ,the estimation of nonparametric regression in single function index model is in‐vestigated based on time series functional data by the Kolmogorov's entropy .With the αmixing de‐pendent sequence ,the uniform almost complete convergence rate of the kernel estimation of nonpara‐metric regression function is obtained ,extending the related results of the existing literature .