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| 引用本文： | ������,����,���.���������Իع�ģ���лع麯���İ��������[J].应用概率统计,2020,36(1):26-40. |
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| 作者姓名： | ������ ���� ��� |
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| 作者单位： | ???????????????, ???, 512005; ????????????, ????, 510632 |
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| 摘 要： |
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| 关 键 词： | ??????????????? ?????????? ??????С????? ????????? ????????? |
A Semiparametric Estimation of a Regression Function in the Partially Linear Autoregressive Model |
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| WANG Minghui,LIU Xiangdong,LI Yin.A Semiparametric Estimation of a Regression Function in the Partially Linear Autoregressive Model[J].Chinese Journal of Applied Probability and Statisties,2020,36(1):26-40. |
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| Authors: | WANG Minghui LIU Xiangdong LI Yin |
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| Institution: | School of Mathematics and Statistics,Shaoguan University, Shaoguan, 512005, China; School of Economics, Jinan University, Guangzhou, 510632, China |
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| Abstract: | ??In this paper, semiparametric estimation of a regression function in the third order partially linear autoregressive model with first order autoregressive errors is mainly studied. We suppose that the regression function has a parametric framework, and use the conditional least squares method to obtain the parameter estimators. Then semiparametric estimators of the regression function can be given by combining with the nonparametric kernel function adjustment. Furthermore, under certain conditions, the consistency of the estimators is proved. Finally, simulation research is presented to evaluate the
effectiveness of the proposed method. |
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| Keywords: | partially linear autoregressive models first order autoregressive errors conditional least squares method kernel function adjustment semiparametric estimation |
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