对于半参数回归模型yi=xiβ+g(ti)十ei,(1≤i≤n),其中{ei,1≤i≤n}为PA相依误差.在适当的条件下,利用极大部分和的矩不等式方法得到未知回归函数g(x)和未知参数β估计量的r-阶矩相合性。
Considering the semi-parametric regression model yi=xiβ+g(ti)十ei,(1≤i≤n), where (ei, 1 ≤ i ≤ n) are positively associated errors. Under appropriate conditions, by using the method of moment meguality of maximum partial sum the r-th moment consistency of wavelet estimator for the unknown g(.) and ~ are obtained.