山西大学学报(自然科学版)2011,Vol.34Issue(4):572-576,5.
(ψ)-混合误差下半参数回归模型小波估计的γ阶矩收敛速度
γ-order Moment Convergence Rate of Wavelet Estimator in Semi-parametric Regression Model Under (ψ)-mixing Error
摘要
Abstract
Considering a semi-parametric regression model with fixed design points,its errors are a stationary φp-mixing sequence. The estimators of unknown parameter and non-parameter are derived by the wavelet method. Under proper conditions,r-order moment uniform convergence rates of wavelet estimator βn and gn (t) are obtained.关键词
半参数回归模型/小波估计/(ψ)-混合/一致收敛速度Key words
semi-parametric regression model/wavelet estimator/φ-mixing/uniform convergence rate分类
数理科学引用本文复制引用
常振海,刘薇,何万生,张德生..(ψ)-混合误差下半参数回归模型小波估计的γ阶矩收敛速度[J].山西大学学报(自然科学版),2011,34(4):572-576,5.基金项目
国家自然基金(50779055) (50779055)
甘肃省教育厅项目(0908-07) (0908-07)
甘肃省自然科学研究基金计划(096RJZE106) (096RJZE106)
天水师范学院中青年教师科研资助项目(TSA1007) (TSA1007)