FIXED-DESIGN SEMIPARAMETRIC REGRESSION FOR LINEAR TIME SERIES

• 作 者: 胡舒合
• 机 构: SchoolofMathematicsandComputationScience
• 出 处: 数学物理学报：B辑英文版
• 发表日期: 2006年1期
• 关键词: 线性时间序列 半参数回归 分量估计 固定设计 匹配条件 Fixed-design semiparametric regression linear time
• 基金项目: This article was supported by the National Natural Science Foundation of China(10571001)the Innovation Group Foundation of Anhui University

<正>This article studies parametric component and nonparametric component estimators in a semiparametric regression model with linear time series errors; their r-th mean consistency and complete consistency are obtained under suitable conditions. Fin