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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). |
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THE MOMENT CONVERGENCE RATES OF PARTLY LINEAR ERRORS-IN-VARIABLES MODEL WITH α-MIXING ERRORS |
JIN Li-hong
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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 |