Asymptotic properties in partial linear models under dependence

DOI10.1007/BF02595701zbMath1016.62036WikidataQ126267936 ScholiaQ126267936MaRDI QIDQ1872842

Alejandro Quintela, Germán Aneiros-Pérez

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

kernel smoothingmixingbandwidth selection

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 (9)

Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Partial functional linear regression with autoregressive errors ⋮ Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors ⋮ On consistency of the weighted least squares estimators in a semiparametric regression model ⋮ Plug-in bandwidth choice in partial linear models with autoregressive errors ⋮ Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors ⋮ Local polynomial estimation in partial linear regression models under dependence ⋮ Functional semiparametric partially linear model with autoregressive errors

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