摘要
研究时空自回归半参数延迟回归模型.基于局部多项式给出了该模型的两步估计方法,并针对复共线性问题提出该模型的岭估计,给出了岭估计的渐近性质.通过数值模拟验证了提出的估计方法的可行性.
The spatio-temporal autoregressive semi-parametric delay models is discussed.The two-step estimations based on local polynomial is given,and the ridge estimation is proposed for the complex collinearity problem.The asymptotic property of ridge estimation is also given.Finally,the feasibility of the proposed estimation method is verified by numerical simulation.
作者
曹连英
张颖
CAO Lian-ying;ZHANG Ying(School of Science,Northeast Forestry University,Harbin 150040,Heilongjiang,China)
出处
《西北师范大学学报（自然科学版）》
CAS
北大核心
2019年第6期19-23,共5页
Journal of Northwest Normal University(Natural Science)
基金
中央高校基本科研业务费资助项目(2572018BC20)
黑龙江省自然科学基金资助项目(C201408)
关键词
时空自回归模型
复共线性
岭估计
渐近性
spatio-temporal autoregressive model
collinearity
ridge estimation
asymptotic property
