标题:
PA误差下的半参数回归模型小波估计的强相合性Strong Consistency of Wavelet Estimation in a Semiparametric Regression Model under PA Sequence Errors
作者:
李佳, 李永明
关键字:
半参数回归模型, 小波估计, PA序列, 强相合Semiparametric Regression Model; Wavelet Estimation; PA Sequences; Strong Consistency
期刊名称:
《Pure Mathematics》, Vol.2 No.4, 2012-11-01
摘要:
本文讨论了误差为正相协(PA)序列的半参数回归模型，在适当的条件下，利用小波估计方法研究了参数分量和非参数分量的小波估计量的强相合性。
Consider a semiparametric regression model with PA sequence errors. In this paper, we study the strong consistency of the wavelet estimators for parameter component and non-parameter component under suitable conditions.