Fixed-design regression for linear time series
线性时间序列下的固定设计回归
This investigation is concerned with recovering a regression function $g(x_i)$ on the basis of noisy observations taken at uniformly spaced design points $x_i$. It is presumed that the corresponding observations are corrupted by additive dependent noise, and that the noise is, in fact, induced by a general linear process in which the summand law can be discrete, as well as continuously distributed. Discreteness induces a complication because such noise is not known to be…