【摘要】 研究一类新的半参数回归模型回归函数的核估计问题,其中误差项为一阶非参数自回归过程.通过重复利用Watson-Nadaraya核估计方法,构造了回归函数及误差回归函数的估计量分别为β,g(·)和ρ(·),在适当的条件下,证明了估计量β,g(·)和ρ(·)的渐近正态性.更多还原

【Abstract】 Under fixed-design,considering semiparametric regression model with first nonparametric autoregressive errors,we construct the N-W kernel estimators of parameter and nonparametric function β,g(·) and ρ(·),under suitable conditions,we prove the strong consrstency of β,g(·) and ρ(·),and give the asymptotic normality.更多还原