误差为NA序列的半参数回归模型估计的r阶矩相合性

对于半参数回归模型 yi=xiβ+g( ti) +ei,i=1 ,2 ,… ,n,本文综合最小二乘法和一般加权方法 ,定义了 β,g( t)的估计量 βn,gn( t) .在误差为 NA序列时 ,得到了 βn,gn( t)的 r ( r≥ 2 )阶矩相合性 .

On rth Mean Consistency of a Semiparametric Regression Estimate under NA Error Sequences

For semiparametric regression model y i=x iβ+g(t i)+e i,i=1,2,…,n, we use the least squares and usual weighted method to define the estimates n and g n(t) for β and g(t), and obtain its r th mean consistency under NA error sequences.