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| 门限自回归模型的非参数估计 | |
| 引用本文： | 宋心远,邓集贤.门限自回归模型的非参数估计[J].数理统计与管理,1996,15(4):39-42. |
| 作者姓名： | 宋心远 邓集贤 |
| 作者单位： | 中山大学数学系 |
| 摘 要： | 对一维一阶一个门限的ＴＡＲ模型，通过模型所构成的Ｍａｒｋｏｖ链的遍历性，得到了其核密度估计的渐近无偏性，均方相容性和渐近正态性 |
| 关 键 词： | 核密度估计，渐近无偏性，均方相容性，渐近正态性 |
Nonparametric Estimation in TAR Model |
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| Song Xinyuan Deng Jixian.Nonparametric Estimation in TAR Model[J].Application of Statistics and Management,1996,15(4):39-42. | |
| Authors: | Song Xinyuan Deng Jixian |
| Abstract: | We consider Threshold AR(1) Model that the Markov chain formed by is ergodicity, asymptotic unbiasedness, consistency in quadratic mean and asymptotic normality are given for the kernel density estimator. |
| Keywords: | Kernel density asymptotic unbiasedness consistency in quadratic mean asymptotic normality |
| 本文献已被 CNKI 维普 等数据库收录！ | |