Spline Estimation for Nonparametric Regression with Linear Process Errors

摘要：

Nonparametric regressive models with fixed design and linear process errors are considered in this paper. Based on polynomial spline estimation, uniform rate of convergence of the estimator of regressive function is obtained. The method is applied to the CNYAJSD foreign exchange rate series.

关键词： nonparametric regressive model time series spline estimation uniform convergence foreign exchange rate

作者: WU Xinqian YANG Wancai HAN Yutao

作者单位: School of Mathematics and Statistics, Henan University of Science and Technology, P.R.China, 471003

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 156-160

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）