ESTIMATION OF THE NUISANCE PARAMETER FOR A SEMIMARTINGALE REGRESSION MODEL

被引：0
|
作者：
潘一民
罗少波
机构：
[1] Academia Sinica
[2] Institute of Applied Mathematics
来源：
Acta Mathematicae Applicatae Sinica(English Series) | 1991年 / 01期
关键词：
ESTIMATION OF THE NUISANCE PARAMETER FOR A SEMIMARTINGALE REGRESSION MODEL;
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摘要：
A nuisance parameter is introduced to the semimartingale regression model proposed by Aalen(1980), and we construct two estimators for this nuisance parameter based on the results ofparametric estimation which were given by Mckeague (1986) using the method of sieves. Theconsistency of the estimators is also provided.
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页码：1 / 5
页数：5
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