φ混合序列滑动和过程回归模型的相合性

J4 ›› 2013, Vol. 48 ›› Issue (3): 89-92.

φ混合序列滑动和过程回归模型的相合性

唐玲

安徽建筑工业学院数理系, 安徽合肥 230601

收稿日期:2012-01-04 出版日期:2013-03-20 发布日期:2013-03-14
作者简介:唐玲(1979- ),女,讲师,研究方向为概率统计. Email:tanglin79@126.com
基金资助:
安徽省教育厅项目(kj2011z056)

The consistency of nonparametric regression model for average process of φ-mixing sequence

TANG Ling

Department of Mathematics, Anhui Institute of Architecture and Industry, Hefei 230601, Anhui, China

Received:2012-01-04 Online:2013-03-20 Published:2013-03-14

摘要/Abstract

摘要：

在误差为φ-混合序列的滑动和过程下,研究了其回归模型估计量的相合性问题。在一般的条件下,利用Cr不等式、Jensen不等式、Hlder不等式、φ-混合序列的矩不等式及其权函数的一些性质,给出了此回归模型估计量的q阶平均相合性和一致q-阶平均相合性,推广了已获得的部分结果。

关键词: 滑动和过程;φ-混合序列;非参数回归模型;q-阶

Abstract:

The consistency of nonparametric regression model for moving average process was investigated based on φ-mixing sequence. Under some general conditions, the qmean convergence and uniform q-mean convergence for the estimator of nonparametric regression model were obtained by using Cr inequality, Jensen inequality, Hlder inequality, moment inequality of the φ-mixing sequence and some properties of weighted functions, and some related results were generalized.

Key words: moving average process; φ-mixing sequence; nonparametric regression model; q-mean convergence; uniform q-mean convergence

唐玲. φ混合序列滑动和过程回归模型的相合性[J]. J4, 2013, 48(3): 89-92.

TANG Ling. The consistency of nonparametric regression model for average process of φ-mixing sequence[J]. J4, 2013, 48(3): 89-92.

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