| 误差为线性过程时半参数模型的估计 |
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| 引用本文： | 白美利.误差为线性过程时半参数模型的估计[J].纯粹数学与应用数学,2010,26(1):171-176. |
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| 作者姓名： | 白美利 |
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| 作者单位： | 西北大学数学系,陕西,西安,710127 |
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| 基金项目： | 国家自然科学基金(5084602);;陕西省教育厅专项科研计划基金(03JK059) |
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| 摘 要： | 对半参数模型Ynt=β·tni＋g（xni）＋εni,（1≤i≤n），利用一般权函数并综合最小二乘法，定义了β，g的估计量βn，gn．在误差为线性过程时，获得了βn和gn的r阶矩相合性及gn的渐进正态性．
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| 关 键 词： | 半参数回归模型 线性过程 r阶矩相合性 渐进正态性 |
Estimate of semiparametric regression model with linear process errors |
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| BAI Mei-li.Estimate of semiparametric regression model with linear process errors[J].Pure and Applied Mathematics,2010,26(1):171-176. |
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| Authors: | BAI Mei-li |
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| Institution: | Department of Mathematics;Northwest University;Xi'an 710127;China |
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| Abstract: | Considering semiparametric regression model with a linear process errors Ynt=β·tni＋g（xni）＋εni,1≤i≤n, we use the least squares and usual weighted method to define the estimates βn and gn for β and g and obtain their r-th mean consistency and asymptotic normality for gn under suitable conditions. |
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| Keywords: | semiparametric regression model linear process sequence r-th mean consistency asymptotic normality |
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