NA样本下半参数EV模型小波估计的渐近性  

Asymptotic Properties of Wavelet Estimators in a Semiparametric EV Model under NA Samples

作　　者：伍丽[1] 胡宏昌[1] 

机构地区：[1]湖北师范学院数学与统计学院,黄石435002

出　　处：《应用概率统计》2013年第6期607-632,共26页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金项目(11071022)资助

摘　　要：本文用小波光滑的方法研究了误差为NA序列情形下的半参数EV模型,得到了参数、非参数和误差方差的估计量分别为(?),并证明了它们的强相合性和渐近正态性.In this paper, we research the semiparametric EV model under NA samples. Some estimators of the parameter, nonparameter and the variance function are established by the wavelet smoothing method. Under some general conditions, the strong consistency and the asymptotic normality of wavelet estimators are studied.

关 键 词：半参数EV模型 小波估计 NA序列 强相合性 渐近正态性 

分 类 号：O212.1[理学—概率论与数理统计]