误差是非参数AR(1)序列的变系数模型  

Varying-coefficient Models under Nonparametric AR(1) Error Condition

作　　者：唐海峰[1] 惠军[1] 

机构地区：[1]合肥工业大学数学系,安徽合肥230009

出　　处：《佳木斯大学学报（自然科学版）》2009年第1期114-115,125,共3页Journal of Jiamusi University：Natural Science Edition

摘　　要：利用局部线性方法给出误差序列{iε,1≤i≤n}是非参数AR(1)序列下的变系数模型系数函数的估计,并在此基础上研究了系数函数估计的相合性问题,给出了该模型系数函数估计是弱相合的.According to the estimation of coefficient functions of varying - coefficient models whose error sequence {εi,1≤i≤n} is nonparametric AR（ 1 ） by Local linear method and based on this the consistency for the estimation, the coefficient functions are studied. It is shown that the estimation of the coefficient functions of this model is weak consistency.

关 键 词：变系数模型 非参数AR(1)序列 局部线性方法 弱相合 

分 类 号：O212.7[理学—概率论与数理统计]