Abstract:Consider the partly linear regression modelx ip ) and t i ∈ T are known and nonrandom design points, T is a compact set in the real line R, β = (β 1 , · · · , βp) is an unknown parameter vector, g(·) is an unknown function andrandom variables with zero mean and variance σ 2 e . Drawing upon B-spline estimation of g(·) and least squares estimation of β, we construct estimators of the autocovariances of {ε i }. The uniform strong convergence rate of these estimators to their true values is then established. Thes… Show more
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