摘要
ConsiderasemiparametricregressionmodelwithlineartimeserieserrorsYk=x'kβ+g(tk)+εk,1≤k≤n,whereYk'sareresponses,xk=(xk1，xk2，…,xkp)'andtk∈T包含Rarefixeddesignpoints,β=(β1,β2,…,βp)'isanunknownparametervector,g(·)isanunknonwnboundedreal-valuedfunctiondefinedonacompactsubsetTofthereallineR,andεkisalinearprocessgivenbyεk=∑j=0^∞ψjek-j,ψ0=1,where∑j=0^∞|ψj|<∞,andej,j=0,±1,±2,…,arei.i.d.randomvariables.Inthispaperweestablishtheasymptoticnormalityoftheleastsquaresestimatorofβ,asmoothestimatorofg(·),andestimatorsoftheautocovarianceandautocorrelationfunctionsofthelinearprocessεk.
出版日期
2004年04月14日（中国期刊网平台首次上网日期，不代表论文的发表时间）
