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Consider the partly linear regression model [MATHEMATICAL FORMULA], where yis are responses, [MATHEMATICAL FORMULA]are known and nonrandom design points, [MATHEMATICAL FORMULA] is a compact set in the real line [MATHEMATICAL FORMULA], = (1, , p) is an unknown parameter vector, g() is an unknown function and {i} is a linear process, i.e.,[MATHEMATICAL FORMULA] , where ej are i.i.d. random variables...
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