Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ Parameter estimation of varying coefficients structural EV model with time series ⋮ The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Asymptotic normality of wavelet estimator for strong mixing errors ⋮ Empirical likelihood inference for semiparametric model with linear process errors ⋮ Statistical estimation for heteroscedastic semiparametric regression model with random errors

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