误差为NA序列时回归模型估计的均方相合性

A Square Consistent Regression Model with Sequence of NA Error

考虑固定设计下的非线性回归模型Yni=g(xni)+εni,1≤i≤n,以及线性回归模型yi=xi1β1+…+xipβp+εi,i=1,2,…,n,当误差为NA序列时,获得了一类估计的均方相合性.

As the error is a sequence of NA for the nonlinear regression model Y_(ni)=g(x_(ni))+ε_(ni),(1≤i≤n),and the linear regression model y_i=x_(i1)β_1+…+x_(ip)β_p+ε_i, i=1,2,…,n,the square consistency of a class of estimators is obtained.