具有AR(p)误差的半参数回归模型的参数估计

近年来,半参数模型是处理回归问题的有力工具,进年来,已经成为当今回归分析的热点,引起了众多学者的关注。文章研究了具有AR(p)误差的半参数回归模型,首先对其误差的相关性进行了消除,然后将模型转变成为经典的半参数回归模型,运用惩罚最小二乘估计方法对模型参数进行了估计。

The Estimation of Semi-parametric Regression Model with AR(p) Errors

In recent years,the research of the semi-parametric regression model which is a potentially tool for dealing with the regression has attracted considerable attention and becomes an important field in the regression analysis.This paper discusses the semi parametric regression model with AR(p)errors,the problem of the autocorrelation is solved firstly,then the penalized least square estimation of the model is given.