摘要
This paper considers the semiparametric regression model Yi = xiβ＋g（ti）＋ Vi （1 ≤ i≤ n）, where （xi, ti） are known design points, fl is an unknown slope parameter, g（.） is an unknown function, the correlated errors Vi = ∑^∞j=-∞cjei-j with ∑^∞j=-∞｜cj｜ 〈 ∞, and ei are negatively associated random variables. Under appropriate conditions, the authors study the asymptotic normality for wavelet estimators ofβ and g（·）. A simulation study is undertaken to investigate finite sample behavior of the estimators.
基金
supported by the National Natural Science Foundation of China under Grant No.10871146
