ρ混合序列小波估计的渐近性质  

Asymptotic Properties of Wavelet Estimator for ρ-Mixing Sequence

作　　者：丁立旺[1] 李永明[2] DING Liwang LI Yongming(School of Information and Statistics, Guangxi University of Financial and Economics, Nanning 530003, China School of Mathematics and Computer Science, Shangrao Normal University, Shangrao 334001, Jiangxi Province, China)

机构地区：[1]广西财经学院信息与统计学院,南宁530003 [2]上饶师范学院数学与计算机科学学院,江西上饶334001

出　　处：《吉林大学学报（理学版）》2017年第2期273-280,共8页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金(批准号:11461057);广西高校中青年教师基础能力提升项目(批准号:KY2016YB406);广西财经学院青年教师科研发展基金(批准号:2016QNB08)

摘　　要：利用截断和大小分块的方法,考虑非参数回归模型中ρ混合序列小波估计的渐近性质,得到了函数g(·)小波估计的强相合性与渐近正态性.By using methods of truncation and large-blocks or small-blocks, we considered the asymptotic properties of the wavelet estimator for ρ-mixing sequence in the nonparametric regression model, and obtained the strong consistency and the asymptotic normality of the wavelet estimator of g（· ）.

关 键 词：Ρ混合序列 小波估计 强相合性 渐近正态性 

分 类 号：O212.4[理学—概率论与数理统计]