COMPLETE CONVERGENCE OF ERROR VARIANCE ESTIMATES UNDER PHI-MIXING ERROR IN LINEAR-MODELS

被引：0
|
作者：
XUE, LG [1 ]
机构：
[1] XUCHANG TEACHERS COLL,HENAN 461000,PEOPLES R CHINA
来源：
ACTA MATHEMATICA SCIENTIA | 1994年 / 14卷 / 04期
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D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we consider the estimates sigma(n)2 of error variance sigma2 = V ar(e(i)) in the linear models Y(i) = x' (i)beta+e(i)(i = 1,2,...). We study the complete convergence of sigma(n)2 - sigma2 when the error {e(i)} is a sequence of identically distributed psi- mixing variables. And we also obtain the better convergence rates when {e(i)} is not identically distribution.
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页码：417 / 425
页数：9
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