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非参数回归模型下长程依赖线性过程

Long-range Dependent Linear Process under Non-parametric Regression Model
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摘要 考虑数据相互依赖时的非参数回归模型,在作出一定假设的条件下,给出超级光滑情形时长程依赖线性过程中的重要结论,并给予相应的证明. Considering non-parametric regression model when data dependent of each other. With some certain assumptions, we give the important conclusions of long-range dependent linear process under the supersmooth case and appropriate evidence.
出处 《数学的实践与认识》 CSCD 北大核心 2011年第19期229-233,共5页 Mathematics in Practice and Theory
关键词 超级光滑 线性过程 长程依赖 supersmooth linear process long-range dependent
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参考文献9

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