Roussas, George G.; Tran, Lanh T.; Ioannides, D. A. - In: Journal of Multivariate Analysis 40 (1992) 2, pp. 262-291
Consider the fixed regression model with general weights, and suppose that the error random variables are coming from a strictly stationary stochastic process, satisfying the strong mixing condition. The asymptotic normality of the proposed estimate is established under weak conditions. The...