φ混合序列下半参数模型估计的相合性

The consistency of estimators in semiparametric model with φ-mixing error sequences

研究误差序列为φ混合序列的半参数回归模型,利用φ混合序列的Rosenthal型不等式和截尾的方法,讨论参数β的最小二乘估计量和未知函数g(·)的非参数估计量的强相合性和r阶平均相合性.

We studied the semiparametric regression model with φ-mixing error sequences and discussed its strong consistency and r-th mean consistency of the estimators of β and g（·）by using φ-mixing sequences＇ Rosenthal inequality and trucated method.