Semiparametric time series regression modeling with a diverging number of parameters

DOI10.1111/stan.12121OpenAlexW2765878542MaRDI QIDQ6089164

Degao Li, Sheng-chao Zheng

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12121

zbMATH Keywords

consistencyasymptotic normalityhigh-dimensional dataautoregressive error

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

Related Items

Partially linear models with \(p\)-order autoregressive skew-normal errors

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