Efficient semiparametric estimation in time-varying regression models

DOI10.1080/02331888.2018.1425999zbMath1398.62097arXiv1707.05379OpenAlexW2963555763MaRDI QIDQ4567920

Lionel Truquet

Publication date: 20 June 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.05379

zbMATH Keywords

kernel smoothingsemiparametric regressionlocally stationary time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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