The Consistency of Estimators in a Heteroscedastic Partially Linear Model with ρ−-Mixing Errors
Abstract
:1. Introduction
2. Estimation and Conditions
- (i) ;(ii) ;(iii) and are continuous functions on compact set .
- (i) ;(ii) for some .
- (i) ;(ii) for any .
- .
3. Main Results
4. Some Lemmas
5. Proofs of the Main Results
6. Numerical Simulations
6.1. Simulation 1
6.2. Simulation 2
7. Conclusions
Author Contributions
Funding
Conflicts of Interest
References
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0.2 | 0.029564 | 0.0040429 | 0.0027393 | 0.0017879 | 0.0011778 | 0.00096205 |
0.4 | 0.027563 | 0.0048107 | 0.002557 | 0.0013618 | 0.0012225 | 0.00083697 |
0.6 | 0.032418 | 0.0045437 | 0.0030247 | 0.0017816 | 0.001016 | 0.0007695 |
0.8 | 0.026715 | 0.0049648 | 0.0026033 | 0.0014911 | 0.00099622 | 0.00083525 |
0.2 | 0.072899 | 0.0132846 | 0.0064122 | 0.00450755 | 0.00408198 | 0.00309342 |
0.4 | 0.064407 | 0.012605 | 0.0061076 | 0.0040173 | 0.0037297 | 0.0027017 |
0.6 | 0.0651945 | 0.01143844 | 0.0061647 | 0.0048246 | 0.0031893 | 0.002914 |
0.8 | 0.067254 | 0.0134688 | 0.0701644 | 0.00515616 | 0.00397691 | 0.0030646 |
0.2 | 0.028735 | 0.0046935 | 0.002547 | 0.0017209 | 0.0010944 | 0.00085433 |
0.4 | 0.032703 | 0.0053621 | 0.0022595 | 0.0015934 | 0.001206 | 0.0008074 |
0.6 | 0.027853 | 0.0048229 | 0.0025756 | 0.0014096 | 0.0011848 | 0.00084765 |
0.8 | 0.03042 | 0.004848 | 0.002352 | 0.0014649 | 0.0011824 | 0.00084588 |
0.2 | 0.025536 | 0.0068733 | 0.0035259 | 0.0025282 | 0.0019082 | 0.0015027 |
0.4 | 0.029859 | 0.0061945 | 0.0032347 | 0.0022321 | 0.002002 | 0.0016778 |
0.6 | 0.02415 | 0.005475 | 0.0040859 | 0.0026873 | 0.0017436 | 0.0014589 |
0.8 | 0.027164 | 0.0055904 | 0.0036775 | 0.0024326 | 0.0017396 | 0.0014935 |
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Zhang, Y.; Liu, X. The Consistency of Estimators in a Heteroscedastic Partially Linear Model with ρ−-Mixing Errors. Symmetry 2020, 12, 1188. https://doi.org/10.3390/sym12071188
Zhang Y, Liu X. The Consistency of Estimators in a Heteroscedastic Partially Linear Model with ρ−-Mixing Errors. Symmetry. 2020; 12(7):1188. https://doi.org/10.3390/sym12071188
Chicago/Turabian StyleZhang, Yu, and Xinsheng Liu. 2020. "The Consistency of Estimators in a Heteroscedastic Partially Linear Model with ρ−-Mixing Errors" Symmetry 12, no. 7: 1188. https://doi.org/10.3390/sym12071188