| 非参数回归模型下长程依赖线性过程 |
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| 引用本文： | 张云霞,宋向东,姚丽丽,刘燕,赵梦琳.非参数回归模型下长程依赖线性过程[J].数学的实践与认识,2011,41(19). |
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| 作者姓名： | 张云霞 宋向东 姚丽丽 刘燕 赵梦琳 |
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| 作者单位： | 1. 燕山大学理学院,河北秦皇岛066004;河北科技师范学院欧美学院,河北秦皇岛066004
2. 燕山大学理学院,河北秦皇岛,066004 |
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| 摘 要： | 考虑数据相互依赖时的非参数回归模型,在作出一定假设的条件下,给出超级光滑情形时长程依赖线性过程中的重要结论,并给予相应的证明.
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| 关 键 词： | 超级光滑 线性过程 长程依赖 |
Long-range Dependent Linear Process under Non-parametric Regression Model |
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| ZHANG Yun-xia,SONG Xiang-dong,YAO Li-li,LIU Yan,ZHAO Meng-lin.Long-range Dependent Linear Process under Non-parametric Regression Model[J].Mathematics in Practice and Theory,2011,41(19). |
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| Authors: | ZHANG Yun-xia SONG Xiang-dong YAO Li-li LIU Yan ZHAO Meng-lin |
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| Institution: | ZHANG Yun-xia~(1,2),SONG Xiang-dong~1,YAO Li-li~1,LIU Yan~1,ZHAO Meng-lin~1 (1.College of Science,Yanshan University,Qinhuangdao 066004,China) (2.E&A College of Hebei Normal University of Science & Technology,China) |
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| Abstract: | Considering non-parametric regression model when data dependent of each other. With some certain assumptions,we give the important conclusions of long-range dependent linear process under the supersmooth case and appropriate evidence. |
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| Keywords: | supersmooth linear process long-range dependent |
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