φ-混合序列滑动和过程回归模型的相合性  

The consistency of nonparametric regression model for average process of φ-mixing sequence

作　　者：唐玲[1] 

机构地区：[1]安徽建筑工业学院数理系,安徽合肥230601

出　　处：《山东大学学报（理学版）》2013年第3期89-92,共4页Journal of Shandong University(Natural Science)

基　　金：安徽省教育厅项目(kj2011z056)

摘　　要：在误差为φ-混合序列的滑动和过程下,研究了其回归模型估计量的相合性问题。在一般的条件下,利用Cr不等式、Jensen不等式、Ho¨lder不等式、φ-混合序列的矩不等式及其权函数的一些性质,给出了此回归模型估计量的q-阶平均相合性和一致q-阶平均相合性,推广了已获得的部分结果。The consistency of nonparametric regression model for moving average process was investigated based on φ- mixing sequence. Under some general conditions, the q-mean convergence and uniform q-mean convergence for the estimator of nonparametric regression model were obtained by using Cr inequality, Jensen inequality, Holder inequality, moment inequality of the φ-mixing sequence and some properties of weighted functions, and some related results were generalized.

关 键 词：滑动和过程 Φ-混合序列 非参数回归模型 q-阶平均相合性 一致q-阶平均相合性 

分 类 号：O212.7[理学—概率论与数理统计]