| ����MA($infty$)����°����ģ��С�����Ƶ������ٶ� |
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| 引用本文： | 梁汉营,王晓志. ����MA($infty$)����°����ģ��С�����Ƶ������ٶ�[J]. 应用概率统计, 2010, 26(1): 35-46 |
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| 作者姓名： | 梁汉营 王晓志 |
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| 作者单位： | ????????? |
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| 摘 要： | 考虑半参数回归模型$y_i=x_ibeta+g(t_i)+V_i$ $(1le ilen)$, 其中$(x_i,t_i)$是已知的设计点, 斜率参数$beta$是未知的,$g(cdot)$是未知函数, 误差$V_i=tsm^infty_{j=-infty}c_je_{i-j}$,$tsm^infty_{j=-infty}|c_j|
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| 关 键 词： | ??????????? ????? С???????? ???????. |
Convergence Rate of Wavelet Estimator in SemiparametricModels with Dependent MA($infty$) Error Process |
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| Liang Hanying,Wang Xiaozhi. Convergence Rate of Wavelet Estimator in SemiparametricModels with Dependent MA($infty$) Error Process[J]. Chinese Journal of Applied Probability and Statisties, 2010, 26(1): 35-46 |
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| Authors: | Liang Hanying Wang Xiaozhi |
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| Affiliation: | Department of Mathematics, Tongji University |
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| Abstract: | Consider semiparametric regression model$y_i=x_ibeta+g(t_i)+V_i$ ($1le ile n)$, where the known designpoints $(x_i,t_i)$, the unknown slope parameter $beta$, and thenonparametric component $g$ are non-random, and the correlatederrors $V_i=tsm^infty_{j=-infty}c_je_{i-j}$ with$tsm^infty_{j=-infty}|c_j|
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| Keywords: | Semiparametric regression model negatively associated wavelet estimator convergence rate |
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