数学
估计员
自回归模型
应用数学
功能数据分析
函数主成分分析
渐近分布
标量(数学)
变量
星型
线性模型
统计
计量经济学
时间序列
自回归积分移动平均
几何学
作者
Yuping Hu,Siyu Wu,Sanying Feng
标识
DOI:10.15672/hujms.1324888
摘要
Functional regression has been a hot topic in statistical research. However, not much work has been done when response variables are cross-sectionally dependent variables and explanatory variables contain a real-valued scalar variable and a functional-valued random variable. In this paper, we consider a new functional partially linear spatial autoregressive model. Based on the functional principal components analysis and basis function approximation, we obtain the estimators of the unknown parameter and functions through the instrumental variables estimation method. The asymptotic normality and convergence rates of estimators are proved under some mild conditions. In addition, we illustrate the finite sample performance of the proposed estimation method through simulation study and a real data analysis.
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