Weak Consistency of Wavelet Estimation in a Semi-parametric Regression Model under a-mixing Errors

摘要：

This paper considers a semi-parametric regression model with fixed design points when errors are a stationary a -mixing sequence. The estimators of unknown parameter and non-parameter are derived by the wavelet method. Under proper conditions, weak consistencies of the estimators are obtained.

作者: LIU Wei CHANG Zhenhai HE Wansheng

作者单位: School of Mathematics and Statistics, Tianshui Normal University, Tianshui, Gansu, P.R.China, 741000

会议类型: 国际会议

会议名称: The Fourth International Institute of Statistics & Management Engineering Symposium(第四届(2011)国际统计与管理工程研讨会 IISMES 2011)

会议地点: 大连

会议语种:英文

页码: 1435-1438

在线出版日期: 2011-07-24（万方平台首次上网日期，不代表论文的发表时间）