数学物理学报(英文版) ›› 1994, Vol. 14 ›› Issue (4): 417-425.

• 论文 • 上一篇    下一篇

COMPLETE CONVERGENCE OF ERROR VARIANCE ESITIMATES UNDER φ-MIXING ERROR IN LINEAR MODELS

薛留根   

  1. Xuchang Teachers College, Henan 461000, China
  • 收稿日期:1992-09-08 修回日期:1993-04-15 出版日期:1994-12-25 发布日期:1994-12-25

COMPLETE CONVERGENCE OF ERROR VARIANCE ESITIMATES UNDER φ-MIXING ERROR IN LINEAR MODELS

Xue Liugen   

  1. Xuchang Teachers College, Henan 461000, China
  • Received:1992-09-08 Revised:1993-04-15 Online:1994-12-25 Published:1994-12-25

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摘要： In this paper,we consider the estimates σm2 of error variance σ2=Var(ei) in the linear models Yi=x'iβ+ei(i=1, 2,…). We study the complete convergence of σm2-σ2 when the error {ei }is a sequence of identically distributed φ-mixing variables. And we also obtain the better convergence rates when {ei} is not identically distribution.

Abstract: In this paper,we consider the estimates σm2 of error variance σ2=Var(ei) in the linear models Yi=x'iβ+ei(i=1, 2,…). We study the complete convergence of σm2-σ2 when the error {ei }is a sequence of identically distributed φ-mixing variables. And we also obtain the better convergence rates when {ei} is not identically distribution.

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