摘要
在φ混合序列(或ψ混合序列)下,研究了线性模型回归参数估计问题并获得了强相合性结果,推广了独立情形相应的结果。
The parametric estimations of the linear regression model are established underφ-mixing(orψ-mixing) errors, and the strong consistency of regression parameters is obtained, which generalizes the results of the corresponding independent cases.
关键词
Φ混合序列
ψ混合序列
线性模型
回归参数
强相合性
φ-mixing sequence, ψ-mixing sequence, Linear model, Regression parameters, Strong consistency