具有非平稳外生变量的部分线性模型的估计与预测
Estimating and forecasting partially linear models with non stationary exogeneous variables
摘要：
本文提出了一种具有异方差输入噪声和外生变量的周期相关部分线性模型的Backfitting估计和预测方法。给出了估计量的一个收敛速率。即使周期未知，结果也有效。
英文摘要：
This paper presents a backfitting-type method for estimating and forecasting a periodically correlated partially linear model with exogeneous variables and heteroskedastic input noise. A rate of convergence of the estimator is given. The results are valid even if the period is unknown.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
