NA样本半参数回归模型估计的矩相合性

Moment consistency of estimators in semi-parametric regression model under NA samples

考虑了误差为NA序列的半参数回归模型,利用非参数估计方法给出了模型参数的最小二乘估计和加权最小二乘估计,并在适当条件下得到了它们的矩相合性.

The paper considers a semi-parametric regression model under error being NA sequences.Based on the nonparametric estimates,we give out least-squares estimator and weighted least-squares estimator of model＇s parameters,and obtain their moment consistencies under some suitable conditions.