Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
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Publication:1609626
DOI10.1007/BF02874419zbMath1004.65012OpenAlexW2040166864MaRDI QIDQ1609626
Publication date: 15 August 2002
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02874419
convergence ratesasymptoticslocal polynomial fittingdependent samplespartly linear regression modelroot-n consistencyARCH/GARCH errors
Nonparametric regression and quantile regression (62G08) Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05)
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