| 异方差半参数回归模型小波估计的渐近正态性 |
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| 引用本文： | 刘薇,常振海.异方差半参数回归模型小波估计的渐近正态性[J].天水师范学院学报,2011,31(2):23-25. |
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| 作者姓名： | 刘薇 常振海 |
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| 作者单位： | 天水师范学院数学与统计学院,甘肃天水,741001 |
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| 基金项目： | 天水师范学院中青年教师科研资助项目“小波分析在时间序中的应用研究” |
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| 摘 要： | 讨论了异方差半参数回归模型,建立了模型中参数β和非参数g（.）的小波估计,在适当的条件下,证明了β和g（.）的小波估计的渐近正态性.
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| 关 键 词： | 异方差 半参数回归模型 渐近正态性 小波估计 |
Asymptotic Normality of Wavelet Estimator for Heteroscedasticity in Semiparametric Regression Model |
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| Liu Wei,Chang Zhenhai.Asymptotic Normality of Wavelet Estimator for Heteroscedasticity in Semiparametric Regression Model[J].Journal of Tianshui Normal University,2011,31(2):23-25. |
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| Authors: | Liu Wei Chang Zhenhai |
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| Institution: | (School of Mathematics and Statistics,Tianshui Normal University,Tianshui Gansu 741001,China) |
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| Abstract: | The heteroscedastic semiparametric regression model was discussed and the wavelet estimators of unknown parameter and nonparameter were derived respectively in this paper.Under proper conditions,asymptotic normality of the wavelet estimators was proved. |
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| Keywords: | heteroscedasticity semiparametric regression model asymptotic normality wavelet estimator |
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