φ混合误差下非线性模型LS估计的收敛速度
The Rate of Convergence of the Least Square Estimator in a Nonlinear Regression with φ-mixing Errors
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摘要: 本文对非线性模型Xn＝yn（θ）＋εn；获得了θ的LS估计的a．s收敛速度，推广和改进了PrakasaRao（［5］）的结果。Abstract: For nonlinear model Xn＝yn（θ）＋εn, we obtain the a.s. convergence rate of the LS estimatorθn, provided that εn is an φ-mixing errors with Eεi=θ, supiE|εi|t＜∞（for some t＞2）,\sum_i^\infty \Phi^1 / 2(i)<\inftyand other suitabe conditions, which generalized and improved Prakasa Rao’sresult （J. Mult. Anal. 14（1984）,315-322）.
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