Rates of convergence of \(M\)-estimators for partly linear models involving time series

zbMath0822.62039MaRDI QIDQ1895451

Peide Shi, Zhongguo Zheng

Publication date: 17 October 1995

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

time series\(B\)-splinesnonparametric regressionoptimal convergence rates\(M\)-estimatorsstrictly stationary sequencepartly linear modelasymptotic behaviour of \(M\)-estimatorsHuber estimators

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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