林財川
摘要/Abstract關鍵詞：非常態化、非線性和非穩定型模式；自我相關函數；多項式雲形；自我迴歸移動平均模式：半參數模型；非參數模型 This paper focus on a nonparametric model Yt = f(Xt) + Zt,where f is an unknown smooth function and {Zt} is a sequence of causaland invertible autoregressive moving-average error. We show that undermild assumptions the constructed parametric estimators of error componentare asymptotically equivalent to those based on {Zt}. Key words and phrases：Autocorrelation function;autoregressive movingaverage model;nonlinear and nonstationary model; nonparametric regression; polynomial spline; semiparametric regression. |