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近年来相依噪声回归模型的理论与应用受到学术界广泛关注，考虑如下回归模型■其中噪声e是非时齐强Markov链，许多相依噪声模型可视为该模型的特例．在合理的条件下，证明了关于该模型未知参数的Hubber-Dutter(HD)估计的弱收敛速度可以达到■.
Abstract：In recent years,the theory and application of the dependent noise regression model have received extensive attention from the academic community. Considering the following regression model y = xT_tβ + e where the error is a non-homogeneous strong Markov chain,many dependent noise models can be regarded as special cases of this model. Under some regular conditions,it proves that the Huber-Dutter( HD) estumators for unknown parameters in the above model converge weakly to the true values with rate ■.
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基本信息:
中图分类号:O212.1
引用信息:
[1]徐立峰.Markov型噪声回归模型HD估计的弱收敛速度[J].湖北师范大学学报(自然科学版),2026,46(01):31-36.
基金信息:
湖北省教育厅资助科研项目(D20172501)
2025-06-26
2025
2025-11-19
2025
2025-09-23
1
2026-03-25
2026-03-25