Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models

DOI10.1080/03610926.2014.921306zbMath1347.62196OpenAlexW2416901727MaRDI QIDQ2816431

Ri-quan Zhang, Jianbo Li, Yu'an Li, Zhen-Sheng Huang

Publication date: 22 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.921306

zbMATH Keywords

serial correlationempirical likelihoodlocal polynomial approximationpartially varying coefficient single-index model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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