| 鞅差误差下简单线性EV回归模型最小二乘估计的相合性 |
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| 引用本文： | 陈天衡,范国良.鞅差误差下简单线性EV回归模型最小二乘估计的相合性[J].安徽工程科技学院学报,2014(2):82-85. |
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| 作者姓名： | 陈天衡 范国良 |
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| 作者单位： | 安徽工程大学数理学院,安徽芜湖241000 |
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| 基金项目： | 国家自然科学基金资助项目（11226218）; 安徽省自然科学基金资助项目（1208085QA04）; 安徽工程大学国家预研基金资助项目（zryy1301） |
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| 摘 要： | 研究了误差为鞅差序列条件下的线性EV(errors-in-variables)回归模型.利用最小二乘估计方法对模型中β和θ进行估计,证明了估计量的强相合性和均方相合性,从而推广了线性EV回归模型已有的相关结论.
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| 关 键 词： | 鞅差 EV回归模型 均方相合性 强相合性 最小二乘估计 |
Consistency of least regression model square estimators under martingale in simple linear EV difference errors |
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| CHEN Tian-heng,FAN Guo-liang.Consistency of least regression model square estimators under martingale in simple linear EV difference errors[J].Journal of Anhui University of Technology and Science,2014(2):82-85. |
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| Authors: | CHEN Tian-heng FAN Guo-liang |
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| Institution: | (Coll. of Math. and Phy. , Anhui Polytechnic University, Wuhu 241000, China) |
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| Abstract: | This paper studies linear EV （errors-in-variables） regression model under martingale difference sequence. The estimators of β and σ are obtained by using the least square method. The strong consistency and mean square consistency of β and σ are established, which extends the existing results for linear EV regression model. |
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| Keywords: | martingale difference EV regression model mean square consistency strong consistency least square estimator |
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