On a partly linear autoregressive model with moving average errors

DOI10.1080/10485250903469744zbMath1327.62368OpenAlexW1993385958MaRDI QIDQ3589230

Publication date: 20 September 2010

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903469744

zbMATH Keywords

ergodicity smoothing techniques Fisher-consistency moving average errors partly linear autoregression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cites Work

Unnamed Item
Unnamed Item
Data-driven bandwidth choice for density estimation based on dependent data
Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
Nonparametric curve estimation from time series
Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes
Nonparametric statistics for stochastic processes
On bandwidth choice for density estimation with dependent data
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
Nonlinear Time Series
Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
Kernel Regression Estimation Using Repeated Measurements Data
Root-N-Consistent Semiparametric Regression
KERNEL REGRESSION SMOOTHING OF TIME SERIES
Criteria for classifying general Markov chains
Critères d'ergodicité géométrique ou arithmétique de modèles linéaires pertubés à représentation markovienne
Semiparametric Regression Smoothing of Non-linear Time Series
Non‐parametric vs parametric forecasting in time series: A computational point of view
Some automated methods of smoothing time-dependent data
Adaptive estimation in partially linear autoregressive models

This page was built for publication: On a partly linear autoregressive model with moving average errors