| 摘要: |
| 本文研究误差为α-混合的部分线性EV模型的矩收敛性问题.利用小波估计和修正最小二乘法，给出了参数和非参数部分的小波估计量，获得了小波估计量的矩收敛速度，推广了现有的一些结论. |
| 关键词: α-混合 部分线性EV模型 小波估计 修正最小二乘法 矩收敛速度 |
| DOI： |
| 分类号:O212.1 |
| 基金项目:国家自然科学基金资助（40974002；41374017；11471105）. |
|
| THE MOMENT CONVERGENCE RATES OF PARTLY LINEAR ERRORS-IN-VARIABLES MODEL WITH α-MIXING ERRORS |
|
JIN Li-hong
|
|
Department of Basic, College of City, Wuhan University of Science and Technology, Wuhan 430083, China
|
| Abstract: |
| In this paper, we discuss the moment convergence rates of partly linear errorsin-variables model. Using wavelet smoothing and modifled least-squares methods, we investigate a partly linear errors-in-variables model with α-mixing sequence, the wavelet estimators of the parametric parts and nonparametric parts are given. We obtain the moment convergence rates of wavelet estimators, which extend some present conclusions. |
| Key words: α-mixing partly linear errors-in-variables model wavelet estimation modifled least-squares moment convergence rate |
