Asymptotic Properties of Wavelet Estimators in Partially Linear Errors-in-variab

本文刊于:《Acta Mathematicae Applicatae Sinica》 2018年第1期

partially linear errors-in-variables mod

partially linear errors-in-variables model;nonlinear long dependent time series;wavelet estimation;asymptotic representation;asymptotic distribution;weak convergence rates
     While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables(EV) model by the wavelet method. Under general conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distributions and weak convergence rates of the parametric and nonparametric estimators. At last, the validity of the wavelet method is illuminated by a simulation example and a real example.


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