Consistency properties for the estimators of partially linear regression model under dependent errors

DOI10.1080/00949655.2019.1619740OpenAlexW2947421581MaRDI QIDQ5107464

Yi Wu, Sallieu Kabay Samura, Xue-jun Wang

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1619740

zbMATH Keywords

strong consistencypartially linear modelcomplete consistencymean consistency\(( \alpha, \beta)\)-mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model ⋮ Complete moment convergence for (α,β)-mixing random variables and its application

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