Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
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Publication:4987230
DOI10.1080/02331888.2020.1867857zbMath1465.62133OpenAlexW3119248296MaRDI QIDQ4987230
Wei Yu, Yan Shen, Mengmei Xi, Rui Wang, Xue-jun Wang
Publication date: 29 April 2021
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2020.1867857
least squares estimatorstrong consistencyEV regression model\(\alpha\)-mixing errorssemiparametric errors-in-variables (EV) model
Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)
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