Efficient estimation in a semiparametric additive regression model with autoregressive errors
type: Item
instance of: scholarly article
title: Efficient estimation in a semiparametric additive regression model with autoregressive errors
zbMATH Open document ID: 0844.62029
DOI: 10.1016/0304-4149(95)00093-3
author: Anton Schick
published in: Stochastic Processes and their Applications
publication date: 1996-09-01T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 894804
zbMATH Keywords: efficient estimates
zbMATH Keywords: semiparametric additive regression model
zbMATH Keywords: unknown Lipschitz-continuous function
zbMATH Keywords: stationary AR(1) process
MaRDI profile type: Publication
full work available at URL: 0304-4149(95)00093-3
OpenAlex ID: W2065761639
cites work: Information and asymptotic efficiency in parametric-nonparametric models
cites work: On adaptive estimation
cites work: Q4277836
cites work: Convergence rates for parametric components in a partly linear model
cites work: A two-stage spline smoothing method for partially linear models
cites work: Q4203571
cites work: Efficient estimates in semiparametric additive regression models with unknown error distribution
cites work: On estimation and adaptive estimation for locally asymptotically normal families
cites work: Q4124141
cites work: Q5543905
cites work: Q3761476
cites work: Minimax Estimates in a Semiparametric Model
cites work: Q3946864
cites work: On adaptive estimation in stationary ARMA processes
cites work: Q3288488
cites work: Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend
cites work: Addendum to ``A third-order optimum property of the maximum likelihood estimator''
cites work: Root-N-Consistent Semiparametric Regression
cites work: Q4405392
cites work: On asymptotically efficient estimation in semiparametric models
cites work: Correction to ``A note on the construction of asymptotically linear estimators''
cites work: Q3814561
cites work: On efficient estimation in regression models
cites work: Estimation of the autocorrelation coefficient in the presence of a regression trend
cites work: Q3823646
cites work: The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
description: scientific article; zbMATH DE number 894804