针对具有固定设计和混合相依误差的非参数回归模型,构造了误差方差的多项式样条估计,证明了估计量的相合性,并且通过模拟算例说明了估计方法的可行性.
Nonparametric regression models with fixed design and mixing dependent errors were considered. A polynomial spline estimate of error variance was constructed,and weak consistency of the estimator was proved. Meanwhile,the feasibility of the estimation was illustrated by a simulated example.