Root-n-consistent estimation of partially linear time series models

DOI10.1080/10485259908832783zbMath0953.62094OpenAlexW2025284251MaRDI QIDQ3836400

Yanqin Fan, Q. Li

Publication date: 29 January 2001

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

Full work available at URL: https://doi.org/10.1080/10485259908832783

zbMATH Keywords

semiparametric regressionpartially linear modelabsolute regularity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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