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ρ-混合序列和的收敛性及其应用
The Convergence of Weighted Sum of ρ-mixing Rondom Sequences And Its Application
【摘要】 该文对ρ-混合速度不作任何限制下,获得了 的完全收敛性.a.s.收敛性.并将此结果应用于线性回归模型参数β的最小二乘估计及非多数回归模型g的权函数估计中,得到了各自的强相合性.
【Abstract】 In this paper,we obstain the weak, complete and almost sure convergence of sums of ρ-mixing random sequences with no restriction about ρ-mixing rate. Using the re- sult,we get the strong consistency of the least square estimations βn in linear regression models and weight function estimates gn in nonparametric regression.
【关键词】 ρ-混合序列;
完全收敛;
a.s.收敛;
强相合.;
【Key words】 ρ-minxing random sequences; Complete and almost sure convergence; Strong consistency.;
【Key words】 ρ-minxing random sequences; Complete and almost sure convergence; Strong consistency.;
【基金】 国家自然科学基金资助项目(19971001)
- 【文献出处】 数学物理学报 ,Acta Mathematiea Scientia , 编辑部邮箱 ,2001年04期
- 【分类号】O212.1
- 【被引频次】9
- 【下载频次】73