| 鞅差时间序列半参数回归模型的小波估计 |
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| 引用本文： | 胡宏昌,胡迪鹤.鞅差时间序列半参数回归模型的小波估计[J].数学进展,2010(1). |
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| 作者姓名： | 胡宏昌 胡迪鹤 |
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| 作者单位： | 湖北师范学院数学与统计学院;武汉大学数学与统计学院; |
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| 基金项目： | 教育部科学技术研究重点项目(No.209078); 湖北省教育厅科学技术研究资助项目(No.D20092207). |
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| 摘 要： | 用小波方法研究了误差为滑动平均鞅差序列的半参数回归模型,得到了小波估计量的矩收敛速度及强收敛性.
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| 关 键 词： | 滑动平均鞅差序列 半参数回归模型 小波估计 矩收敛速度 强收敛性 |
Wavelet Estimation in Semiparametric Regression Models With Martingale Differences Time Series Errors |
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| HU Hongchang,HU Dihe.Wavelet Estimation in Semiparametric Regression Models With Martingale Differences Time Series Errors[J].Advances in Mathematics,2010(1). |
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| Authors: | HU Hongchang HU Dihe |
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| Institution: | HU Hongchang~1,HU Dihe~2 (1.School of Mathematics , Statistics,Hubei Normal University,Huangshi,Hubei,435002,P. R.China,2.School of Mathematics , Statistics,Wuhan University,Wuhan,430079,P.R. China) |
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| Abstract: | Using wavelet method,we consider the semiparametric regression model with moving average errors generated by a martingale difference sequence.We investigate the moment convergence rates and strong consistency of wavelet estimators. |
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| Keywords: | moving average martingale differences sequence semiparametric regression model wavelet estimation moment convergence rate strong consistency |
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