摘要
运用小波估计和修正最小二乘法研究了误差为α-混合的部分线性EV模型,给出了参数和非参数部分的小波估计量,得到了小波估计量的弱相合性,推广了现有的一些相应结论.
Using wavelet smoothing and modified least-squares methods, we investigate a partly linear errors-in-variables model with α-mixing sequence. The wavelet estimators of the parametric parts and nonparametric parts are given, and the consistency in probability of wavelet estimators are obtained. Generalize some of the existing appropriate conclusions.
出处
《数学的实践与认识》
北大核心
2015年第1期287-293,共7页
Mathematics in Practice and Theory
基金
国家自然科学基金(11471105)
关键词
α-混合误差
部分线性EV模型
小波估计
修正最小二乘法
弱相合性
α-mxing
partly linear errors-in-variables model
wavelet estimation
modified least-squares
consistency in probablity
