asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors
文献类型：期刊论文
| 作者 | You Jinhong1; Chen Min3 ; Chen Gemai2
|
| 刊名 | journalofsystemsscienceandcomplexity
 |
| 出版日期 | 2004 |
| 卷号 | 17期号:4页码:511 |
| ISSN号 | 1009-6124 |
| 英文摘要 | Consider a semiparametric regression model with linear time series errors Yκ = x′κβ + g(tκ) + εκ,1 ≤ k ≤ n, where Yκ's are responses, xκ= (xκ1,xκ2,…,xκp)′and tκ ∈ T( ) R are fixed design points, β = (β1,β2,…… ,βp)′ is an unknown parameter vector, g(.) is an unknown bounded real-valued function defined on a compact subset T of the real line R, and εκ is a linear process given by εκ = ∑∞j=0 ψjeκ-j, ψ0 = 1, where ∑∞j=0 |ψj| ＜∞, and ej, j = 0,±1,±2,…, are I.I.d, random variables. In this paper we establish the asymptotic normality of the least squares estimator ofβ, a smooth estimator of g(·), and estimators of the autocovariance and autocorrelation functions of the linear process εκ. |
| 语种 | 英语 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/46436]  |
| 专题 | 应用数学研究所 |
| 作者单位 | 1.里贾纳大学 2.卡尔加里大学 3.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | You Jinhong,Chen Min,Chen Gemai. asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors[J]. journalofsystemsscienceandcomplexity,2004,17(4):511. |
| APA | You Jinhong,Chen Min,&Chen Gemai.(2004).asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors.journalofsystemsscienceandcomplexity,17(4),511. |
| MLA | You Jinhong,et al."asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors".journalofsystemsscienceandcomplexity 17.4(2004):511. |
入库方式： OAI收割
来源：数学与系统科学研究院
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