| 鞅差时间序列的部分线性EV模型的小波估计 |
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| 引用本文： | 殷威,林存津,夏雨荷.鞅差时间序列的部分线性EV模型的小波估计[J].湖北师范学院学报(自然科学版),2014(1):42-47. |
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| 作者姓名： | 殷威 林存津 夏雨荷 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石435002 |
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| 摘 要： | 用小波方法研究了误差为滑动平均鞅差序列的部分线性EV模型,得到了小波估计量的矩收敛速度及强收敛性。
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| 关 键 词： | 滑动平均鞅差序列 部分线性EV模型 小波估计 矩收敛速度 强收敛性 |
Wavelet estimation in a partly linear EV model with martingale differences time series errors |
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| YIN Wei,LIN Cun-jin,XIA Yu-he.Wavelet estimation in a partly linear EV model with martingale differences time series errors[J].Journal of Hubei Normal University(Natural Science),2014(1):42-47. |
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| Authors: | YIN Wei LIN Cun-jin XIA Yu-he |
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| Institution: | (College of Mathematics and Statistics, Hubei Normal University, Huangshi 435002 , China) |
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| Abstract: | Using wavelet method, we consider a partly linear EV model with moving average errors generated by a martingale difference sequence.We investigate the moment convergence rates and strong consistency of wavelet estimators . |
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| Keywords: | moving average martingale difference sequence partly linear EV model wavelet estimation moment convergence rate strong consistency |
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