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.
基金
Supported by the National Natural Science Foundation of China(No.11471105,11471223)
Scientific Research Item of Education Office,Hubei(No.D20172501)