α-混合的部分线性EV模型的矩收敛性
THE MOMENT CONVERGENCE RATES OF PARTLY LINEAR ERRORS-IN-VARIABLES MODEL WITH α-MIXING ERRORS

本文研究误差为α-混合的部分线性EV模型的矩收敛性问题.利用小波估计和修正最小二乘法，给出了参数和非参数部分的小波估计量，获得了小波估计量的矩收敛速度，推广了现有的一些结论.
In this paper, we discuss the moment convergence rates of partly linear errorsin-variables model. Using wavelet smoothing and modifled least-squares methods, we investigate a partly linear errors-in-variables model with α-mixing sequence, the wavelet estimators of the parametric parts and nonparametric parts are given. We obtain the moment convergence rates of wavelet estimators, which extend some present conclusions