For semiparametric regression modelyi(T)=βxi(T)+g(ti(T))+εi(T),we use the least squares and usual nonparametric method to define the estimates βT and gT for β and g, and obtain its strong consistency under suitable conditions.
Strong Consistency of a Semiparametric Regression Estimate Under Fixed Design. Acta Mathematica Sinica, Chinese Series, 1994, 37(3): 393-401 https://doi.org/10.12386/A1994sxxb0050