On Parameter Estimation Of Several Kinds Of Varying-coefficient Structural Relationship EV Models

Posted on:2008-06-10

Degree:Master

Type:Thesis

Country:China

Candidate:Y Q Bai

Full Text:PDF

GTID:2120360218457771

Subject:Probability theory and mathematical statistics

Abstract/Summary:

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With the help of Ajusted Weighted Least Squares(AWLS)method,parameter estima-tion problems of varying-coefficient structural relationship(VCSR)linear EV model,VCSR quadratic EV model and VCSR polynomial EV model are studied in this thesis.The estima-tors ofÎ²_i(t)(i=0,1,â€¦,p)at a given point t= to are constructed,and under some general conditions,the estimators are proved to be consistent.

Keywords/Search Tags:

Measurement errors, EV models, Varying-coefficient, Least squares, Replicated observations, Consistency

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