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Asymptotic Properties of Wavelet Estimators in Partially Linear Errors-in-variables Models with Long-memory Errors 被引量:1

Asymptotic Properties of Wavelet Estimators in Partially Linear Errors-in-variables Models with Long-memory Errors
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摘要 While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables(EV) model by the wavelet method. Under general conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distributions and weak convergence rates of the parametric and nonparametric estimators. At last, the validity of the wavelet method is illuminated by a simulation example and a real example. While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables(EV) model by the wavelet method. Under general conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distributions and weak convergence rates of the parametric and nonparametric estimators. At last, the validity of the wavelet method is illuminated by a simulation example and a real example.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第1期77-96,共20页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China(No.11471105,11471223) Scientific Research Item of Education Office,Hubei(No.D20172501)
关键词 partially linear errors-in-variables model nonlinear long dependent time series wavelet estimation asymptotic representation asymptotic distribution weak convergence rates partially linear errors-in-variables model nonlinear long dependent time series wavelet estimation asymptotic representation asymptotic distribution weak convergence rates
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