Estimation of functional-coefficient autoregressive models with measurement error

DOI10.1016/j.jmva.2022.105077OpenAlexW4284967374MaRDI QIDQ2079617

Pei Geng

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105077

zbMATH Keywords

asymptotic biaslocal linear estimatorbias correctionnaive estimator

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Flexible generalized varying coefficient regression models
• Consistency of the kernel density estimator: a survey
• Statistical estimation in varying coefficient models
• Corrected local polynomial estimation in varying-coefficient models with measurement errors
• Varying Coefficients Model with Measurement Error
• Measurement Error
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• Estimation in autoregressive model with measurement error
• Shrinkage Estimation of the Varying Coefficient Model
• Measurement Error in Linear Autoregressive Models
• Improving GDP measurement: a measurement-error perspective

This page was built for publication: Estimation of functional-coefficient autoregressive models with measurement error