Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors

DOI10.1080/03610926.2011.558663zbMath1271.62081OpenAlexW2009986378MaRDI QIDQ2920027

Han-Ying Liang, Jing-Jing Zhang

Publication date: 23 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.558663

zbMATH Keywords

asymptotic normalityleast-squares estimator\(\alpha\)-mixingweighted least-squares estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors ⋮ Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors ⋮ Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models ⋮ Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors ⋮ Statistical estimation for heteroscedastic semiparametric regression model with random errors

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