| ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS |
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| 引用本文： | Jinhong YOU (University of Regina,Regina,Saskatchewan,S4S 0A2,Canada)CHEN Min(Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100080,China)Gemai CHEN(University of Calgary,Calgary,Alberta,T2N 1N4,Canada). ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS[J]. 系统科学与复杂性, 2004, 17(4): 511-522 |
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| 作者姓名： | Jinhong YOU (University of Regina Regina Saskatchewan S4S 0A2 Canada)CHEN Min(Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100080 China)Gemai CHEN(University of Calgary Calgary Alberta T2N 1N4 Canada) |
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| 作者单位： | Jinhong YOU (University of Regina，Regina，Saskatchewan，S4S 0A2，Canada)CHEN Min(Academy of Mathematics and Systems Science，Chinese Academy of Sciences，Beijing 100080，China)Gemai CHEN(University of Calgary，Calgary，Alberta，T2N 1N4，Canada) |
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| 基金项目： | CHEN Min's work is supported by Grant No. 70221001 and No. 70331001 from NNSFC and Grant No. KZCX2-SW-118 from CAS. |
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| 摘 要： | Consider a semiparametric regression model with linear time series errors Yk = x'kβ g(tk) εk, 1 < k < n, where Yk's are responses, xk = (xk1,xk2,..... ,xkp)' and tk ∈T ∪R are fixed design points, β= (β1, β2, ....., βp)' is an unknown parameter vector, g(.) is an unknown bounded real-valued function defined on a compact subset T of the real line R, and εk is a linear process given by εk = ∑j=0∞j(?)ek-j,(?)= 1, where , are i.i.d. random variables. In this paper we establish the asymptotic normality of the least squares estimator of β, a smooth estimator of g(.), and estimators of the autocovariance and autocorrelation functions of the linear process εk.
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| 关 键 词： | 渐进正态性 半参数衰退模型 固定模型 线性时间序列误差 边界实值函数 估计量 |
ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS |
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| Jinhong YOU. ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS[J]. Journal of Systems Science and Complexity, 2004, 17(4): 511-522 |
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| Authors: | Jinhong YOU |
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| Abstract: | |
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| Keywords: | Semiparametric regression model fixed-design asymptotic normality linear time series errors. |
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