Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors

DOI10.1007/s10255-018-0730-5zbMath1387.62051OpenAlexW2789494984MaRDI QIDQ1709424

Hong Chang Hu, Heng-Jian Cui, Kai-Can Li

Publication date: 5 April 2018

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-018-0730-5

zbMATH Keywords

asymptotic distributionasymptotic representationwavelet estimationpartially linear errors-in-variables modelnonlinear long dependent time seriesweak convergence rates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (3)

A difference-based approach in the partially linear model with dependent errors ⋮ Robust nonparametric function estimation for errors-in-variables models ⋮ Difference-based M-estimator of generalized semiparametric model with NSD errors

Uses Software

• longmemo

Cites Work

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