Asymptotic properties of some estimators for partly linear stationary autoregressive models

DOI10.1080/03610929508831599zbMath0937.62640OpenAlexW2018884402MaRDI QIDQ4337045

J. T. Gao

Publication date: 24 August 1997

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

Full work available at URL: https://doi.org/10.1080/03610929508831599

zbMATH Keywords

kernel estimationasymptotic propertypartly linear autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Empirical likelihood-based subset selection for partially linear autoregressive models

Cites Work

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• Convergence rates for partially splined models
• Convergence rates for parametric components in a partly linear model
• A two-stage spline smoothing method for partially linear models
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Root-N-Consistent Semiparametric Regression
• Strong Uniform Convergence Rates for Some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
• An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
• Convergence of stochastic processes

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