摘要
本文用小波光滑的方法研究了误差为NA序列情形下的半参数EV模型,得到了参数、非参数和误差方差的估计量分别为(?),并证明了它们的强相合性和渐近正态性.
In this paper, we research the semiparametric EV model under NA samples. Some estimators of the parameter, nonparameter and the variance function are established by the wavelet smoothing method. Under some general conditions, the strong consistency and the asymptotic normality of wavelet estimators are studied.
出处
《应用概率统计》
CSCD
北大核心
2013年第6期607-632,共26页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金项目(11071022)资助
关键词
半参数EV模型
小波估计
NA序列
强相合性
渐近正态性
Semiparametric EV model, wavelet estimate, NA sequence, strong consistency, asymp-totic normality.
