Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Stochastic Models Pub Date : 2024-03-12 DOI:10.1080/15326349.2024.2322568

Sallieu Kabay Samura, Xuejun Wang, Yi Wu, Fei Zhang

引用次数: 0

Abstract

In this article, we investigate the estimators for the heteroscadastic partially linear regression model under dependent errors defined by yi=xiβ+g(ti)+εi (1≤i≤n), where εi = σiei, σi2=f(ui), the d...

查看原文本刊更多论文

异方差部分线性回归模型中加权估计值在依赖误差下的渐近正态性

本文研究了由 yi=xiβ+g(ti)+εi (1≤i≤n)定义的依赖误差下的异方差部分线性回归模型的估计值，其中εi=σiei，σi2=f(ui)，d...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Stochastic Models 数学-统计学与概率论

CiteScore

1.30

自引率

14.30%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.