Fixed-design semeparametric regression for linear time series

被引：24
|
作者：
Hu, SH [1 ]
机构：
[1] Anhui Univ, Sch Math & Computat Sci, Hefei 230039, Peoples R China
来源：
ACTA MATHEMATICA SCIENTIA | 2006年 / 26卷 / 01期
基金：
中国国家自然科学基金;
关键词：
fixed-design; semiparametric regression; linear time series;
D O I：
10.1016/S0252-9602(06)60028-3
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This article studies parametric component and nonparametric component estimators in a semiparametric regression model with linear time series errors; their r-th mean consistency and complete consistency are obtained under suitable conditions. Finally, the author shows that the usual weight functions based on nearest neighbor methods satisfy the designed assumptions imposed.
引用
收藏
页码：74 / 82
页数：9
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