NA序列半参数回归模型小波估计的强相合性

Strong Consistency of Wavelet Estimator for Semiparametric Regression Model under Negatively Associated Sequences

对于半参数回归模型yi=xiβ+g(ti)+ei,i=1,2,…,n,对误差{ei,1≤i≤n}为NA序列,在适当的条件下研究了未知参数β的小波估计的强相合,同时也得到了未知函数g(t)的小波估计的一致强相合.

For semiparametlc regression model yi = xiβ ＋ g（ti） ＋ ei,i = 1,2,…,n, where error {e1,i = 1,2,…,n} is NA sequences, we study the strong consistency for the wavelet estimator β and gn（t） for β and g（t） under suitable conditions.