| Spline Estimates in Functional-Coefficient Linear Autoregressive Models |
| Received:September 21, 2005 Revised:January 16, 2007 |
| Key Words:
functional-coefficient linear autoregressive model polynomial spline estimation consistency convergence rate.
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| Fund Project:the National Natural Science Foundation of China (60375003); the Chinese Aviation Foundation (03I53059). |
| Author Name | Affiliation | | WU Xin-qian | Department of Applied Mathematics, Northwestern Polytechnical University, Shaanxi 710072, China | | TIAN Zheng | Department of Applied Mathematics, Northwestern Polytechnical University, Shaanxi 710072, China
National Key Laboratory of Pattern Recognition, \& Institute of Automation, Chinese Academy of Sciences, Beijing 100080, China | | LI Xiao-bin | Department of Applied Mathematics, Northwestern Polytechnical University, Shaanxi 710072, China |
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| Abstract: |
| A global smoothing method based on polynomial splines is used to estimate the coefficient functions in functional-coefficient linear autoregressive models. Under some mild conditions, consistency of the polynomial spline estimators is proved. Rates of convergence of these estimators are also given. The main results are verified by a simulation example. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2007.04.034 |
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