Estimation theory in partly linear regression models under long range dependence.

zbMATH Open1054.62541MaRDI QIDQ2767329

Ying Yang

Publication date: 29 January 2002

Published in: Advances in Mathematics (Beijing) (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionconsistencyasymptotic representationlong range dependencepartly linear regression modelsHermite rank and polynomialsnoncentral limit theorem.

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)

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