本文研究误差为a-混合的部分线性EV模型的矩收敛性问题.利用小波估计和修正最小二乘法,给出了参数和非参数部分的小波估计量,获得了小波估计量的矩收敛速度,推广了现有的一些结论.
In this paper,we discuss the moment convergence rates of partly linear errors-in-variables model.Using wavelet smoothing and modified least-squares methods,we investigate a partly linear errors-in-variables model with a-mixing sequence,the wavelet estimators of the parametric parts and nonparametric parts are given.We obtain the moment convergence rates of wavelet estimators,which extend some present conclusions.