Inference on a regression model with noised variables and serially correlated errors

DOI10.1016/j.jmva.2008.10.011zbMath1159.62029OpenAlexW2060092463MaRDI QIDQ1012535

Xian Zhou, Jin-hong You, Li Xing Zhu

Publication date: 21 April 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.011

zbMATH Keywords

tablesconsistencyasymptotic normalityARMA modelde-noising

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (2)

On nonlinear regression estimator with denoised variables ⋮ Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors

Cites Work

• Prediction of multivariate time series by autoregressive model fitting
• Subset regression time series and its modeling procedures
• On a semiparametric variance function model and a test for heteroscedasticity
• The laws of the iterated logarithm of some estimates in partly linear models
• Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
• Nonparametric checks for single-index models
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Designs for Regression Problems with Correlated Errors III
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