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 asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors You Jinhong1; Chen Min2; Chen Gemai3 2004 Source Publication journalofsystemsscienceandcomplexity ISSN 1009-6124 Volume 17Issue:4Pages:511 Abstract Consider a semiparametric regression model with linear time series errors Yκ = x′κβ + g(tκ) + εκ,1 ≤ k ≤ n, where Yκ's are responses, xκ= (xκ1,xκ2,…,xκp)′and tκ ∈ T( ) R are fixed design points, β = (β1,β2,…… ,βp)′ is an unknown parameter vector, g(.) is an unknown bounded real-valued function defined on a compact subset T of the real line R, and εκ is a linear process given by εκ = ∑∞j=0 ψjeκ-j, ψ0 = 1, where ∑∞j=0 |ψj| ＜∞, and ej, j = 0,±1,±2,…, are I.I.d, random variables. In this paper we establish the asymptotic normality of the least squares estimator ofβ, a smooth estimator of g(·), and estimators of the autocovariance and autocorrelation functions of the linear process εκ. Language 英语 Document Type 期刊论文 Identifier http://ir.amss.ac.cn/handle/2S8OKBNM/46437 Collection 应用数学研究所 Affiliation 1.里贾纳大学2.中国科学院数学与系统科学研究院3.卡尔加里大学 Recommended CitationGB/T 7714 You Jinhong,Chen Min,Chen Gemai. asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors[J]. journalofsystemsscienceandcomplexity,2004,17(4):511. APA You Jinhong,Chen Min,&Chen Gemai.(2004).asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors.journalofsystemsscienceandcomplexity,17(4),511. MLA You Jinhong,et al."asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors".journalofsystemsscienceandcomplexity 17.4(2004):511.
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