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asymptoticnormalityofsomeestimatorsinafixeddesignsemiparametricregressionmodelwithlineartimeseieserrors
You Jinhong1; Chen Min2; Chen Gemai3
2004
Source Publicationjournalofsystemsscienceandcomplexity
ISSN1009-6124
Volume17Issue:4Pages:511
AbstractConsider 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
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/46437
Collection应用数学研究所
Affiliation1.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 Citation
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.
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