Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
DOI10.1007/s10255-003-0111-5zbMath1042.62067OpenAlexW2035985873MaRDI QIDQ1432849
Gemai Chen, Min Chen, Xue Lei Jiang, Jin-hong You
Publication date: 22 June 2004
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-003-0111-5
autocorrelationautocovariancecorrelated errorpartly linear regression modeluniform strong convergence rate\(B\)-spline estimation
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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