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| 摘要: |
| 本文主要内容是当随机误差为高斯随机变量的函数且长相依时.利用小波估计的方法来研究固定设计下的部分线性EV （errors-in-variables）模型.在一些合适的条件下，推广了模型中参数估计量的渐近表示，以及参数与非参数变量的渐近分布和弱相依速度. |
| 关键词: 长相依 部分线性EV模型 小波估计 渐近表示 弱相依速度 |
| DOI： |
| 分类号:O211.1 |
| 基金项目:国家自然科学基金资助 (11471105). |
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| ASYMPTOTIC PROPERTY OF WAVELET ESTIMATORS IN FIXED-DESIGN PARTIALLY LINEAR ERRORS-IN-VARIABLES MODELS WITH LONG-RANGE DEPENDENT ERRORS |
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LIU Xiang,HU Hong-chang,YU Xin-xin
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| Abstract: |
| In this paper, we consider that the random errors are the function of Gaussian random variables with stationary and long-range dependence, and we investigate a partially linear errors-in-variables(EV) model in fixed-design by the wavelet method. Under several conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distribution and weak convergence rates of the parametric and nonparametric estimators. |
| Key words: long-range dependence partially linear errors-in-variables models wavelet estimators asymptotic representation convergence rate |
