Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
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Publication:4231307
DOI10.1111/1467-9469.00108zbMath0910.62032OpenAlexW2009947349MaRDI QIDQ4231307
Publication date: 14 March 1999
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00108
kernel smoothingleast squares methodlong-range dependencesemiparametric regression modelshort-range dependenceroot-n-consistency
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)
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