李永明, 韦程东. 负相协误差下非线性模型$M$估计的强相合性[J]. 应用概率统计, 2007, 23(3): 285-291.
引用本文: 李永明, 韦程东. 负相协误差下非线性模型$M$估计的强相合性[J]. 应用概率统计, 2007, 23(3): 285-291.
Li Yongming, Wei Chengdong. The Strong Consistency of $M$-Estimate in Nolinear Models under NA Errors[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(3): 285-291.
Citation: Li Yongming, Wei Chengdong. The Strong Consistency of $M$-Estimate in Nolinear Models under NA Errors[J]. Chinese Journal of Applied Probability and Statistics, 2007, 23(3): 285-291.

负相协误差下非线性模型M估计的强相合性

The Strong Consistency of M-Estimate in Nolinear Models under NA Errors

  • 摘要: 对于非线性模型y_i=f(x_i,\theta)+e_i,\;i=1,2,\cdots,n, 当\e_i,\,i=1,2,\cdots,n\为NA序列时, 本文在适当的条件下证明了\theta的M估计量的强相合性.

     

    Abstract: In this paper, under some appropriate conditions, we consider the strong consistency of M-estimation of \theta for the nonlinear regression model: y_i=f(x_i,\theta) +e_i,\;i=1,2,\cdots,n, here \e_i, i=1,2,\cdots,n\ are NA errors.

     

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