Covariate-Adjusted Regression for Time Series

DOI10.1080/03610926.2011.609319zbMath1244.62125OpenAlexW2151564172MaRDI QIDQ2903832

Yihui Luan, Yunyan Ma

Publication date: 2 August 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.609319

zbMATH Keywords

asymptotic normalitytime series\(\alpha\)-mixinggoodness-of-fit testfunctional-coefficient regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03)

Cites Work

• Trending time-varying coefficient time series models with serially correlated errors
• Estimation in covariate-adjusted regression
• Asymptotic properties of covariate-adjusted regression with correlated errors
• Dependent central limit theorems and invariance principles
• Inference for covariate adjusted regression via varying coefficient models
• COVARIATE-ADJUSTED REGRESSION FOR LONGITUDINAL DATA INCORPORATING CORRELATION BETWEEN REPEATED MEASUREMENTS
• Covariate-adjusted varying coefficient models
• Covariate-adjusted linear mixed effects model with an application to longitudinal data
• Covariate-adjusted regression

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