分析了离散时间线性系统模型参数估计误差的收敛性和收敛速度,对参数估计误差服从渐近正态分布的一些条件进行了讨论。
The convergent property and convergent rate of parameter estimation error are analyzed . Some sufficient conditions are given to guarantee the asymptotic normality of parameter estimation error.
对相依时间序列数据,在一定的条件下已有人证明了局部多项式加权回归系数估计服从渐近正态分布,其中核函数是有界的。
Fan J and Gijbels I gave the asymptotic normality of local polynomial regression estimation in dependent time series, where the weighted function is bounded.
并且证明了在正态分布的假设下,该总体平均因果效应的极大似然估计是相合无偏且渐近正态的。
The maximum likelihood estimator for population average treatment effect is proved to be consistent, unbiased and asymptotically normal.
并且证明了在正态分布的假设下,该总体平均因果效应的极大似然估计是相合无偏且渐近正态的。
The maximum likelihood estimator for population average treatment effect is proved to be consistent, unbiased and asymptotically normal.
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