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| ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS | |
| 作者姓名： | Jinhong YOU |
| 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) |
| 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. |
| 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. |
| 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. | |
| Authors: | Jinhong YOU |
| Abstract: | |
| Keywords: | Semiparametric regression model fixed-design asymptotic normality linear time series errors |
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