| 有重复观测时变系数线性结构关系EV模型的参数估计 |
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| 引用本文： | 欧阳光. 有重复观测时变系数线性结构关系EV模型的参数估计[J]. 应用数学学报, 2006, 29(2): 247-253 |
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| 作者姓名： | 欧阳光 |
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| 作者单位： | 湘南学院数学系,郴州,423000 |
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| 摘 要： | 利用重复观测数据和加权方法给出了有重复观测时变系数一维线性结构关系EV模型中的参数估计,证明了估计的弱相合性和强相合性．
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| 关 键 词： | 变系数线性结构关系EV模型 重复观测 相合性 |
| 收稿时间： | 2004-01-10 |
| 修稿时间： | 2004-01-102005-11-21 |
On Parameter Estimation for Linear Varying-Coefficients Structural EV Models with Replicated Observations |
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| OUYANG GUANG. On Parameter Estimation for Linear Varying-Coefficients Structural EV Models with Replicated Observations[J]. Acta Mathematicae Applicatae Sinica, 2006, 29(2): 247-253 |
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| Authors: | OUYANG GUANG |
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| Affiliation: | Department of Mathematics, Xiangnan University, Chenshou 423000 |
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| Abstract: | In this paper, a linear varying-coefficients structural EV model with replicated observations is given. The estimators of parameters of linear coefficient at t = to are constructed by using the replicated observations and weighted method. The weak and strong consistency of estimators are also obtained. |
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| Keywords: | varying-coefficient linear structure EV models replicated observations consistency |
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