asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors

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	asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors
	You Jinhong 1; Chen Min2 ; Chen Gemai 3
	2004
发表期刊	journalofsystemsscienceandcomplexity
ISSN	1009-6124
卷号	17 期号:4 页码:511
摘要	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.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/46437
专题	应用数学研究所
作者单位	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
推荐引用方式 GB/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.