PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051): Difference between revisions

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scientific article; zbMATH DE number 2038218

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English	PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS	scientific article; zbMATH DE number 2038218

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instance of

scholarly article

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title

PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (English)

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Communications in Statistics - Theory and Methods

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publication date

4 February 2004

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zbMATH Keywords

Partly linear regression model

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Serially correlated errors

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Semiparametric generalized least squares estimator

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Asymptotic normality

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MaRDI profile type

MaRDI publication profile

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cites work

Convergence rates for partially splined models

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Convergence rates for parametric components in a partly linear model

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Root-N-Consistent Semiparametric Regression

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A two-stage spline smoothing method for partially linear models

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Data-driven efficient estimators for a partially linear model

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Series estimation of semilinear models

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Trigonometric series regression estimators with an application to partially linear models

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Local linear estimation in partly linear models

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A Note on the Convergent Rates of M-Estimates for a Partly Linear Model

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Estimation of the autocorrelation coefficient in the presence of a regression trend

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Efficient estimation in a semiparametric additive regression model with autoregressive errors

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An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

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Asymptotic theory for partly linear models

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Semiparametric regression under long-range dependent errors.

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Q4516961

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Parameter estimation in a regression model with random coefficient autoregressive errors

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Specification test for a linear regression model with ARCH process

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Large sample tests for a regression model with autoregressive conditional heteroscedastic errors

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The laws of the iterated logarithm of some estimates in partly linear models

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Adaptive parametric test in a semiparametric regression model

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Large sample theory of the estimation of the error distribution for a semiparametric model

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Statistical inference in single-index and partially nonlinear models

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Semiparametric Regression Smoothing of Non-linear Time Series

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Asymptotic normality of pseudo-LS estimator for partly linear autoregression models

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Adaptive estimation in partially linear autoregressive models

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ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM

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SEMIPARAMETRIC TIME SERIES REGRESSION

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Tests of specification for parametric and semiparametric models

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An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression

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Fixed-design regression for linear time series

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Identifiers

zbMATH Open document ID

1075.62623

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DOI

10.1081/STA-120004912

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4449051

@@ Property / cites work @@
+Convergence rates for partially splined models
@@ Property / cites work: Convergence rates for partially splined models / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates for parametric components in a partly linear model
+Normal rank
@@ Property / cites work @@
+Root-N-Consistent Semiparametric Regression
@@ Property / cites work: Root-N-Consistent Semiparametric Regression / rank @@
+Normal rank
@@ Property / cites work @@
+A two-stage spline smoothing method for partially linear models
+Normal rank
@@ Property / cites work @@
+Data-driven efficient estimators for a partially linear model
+Normal rank
@@ Property / cites work @@
+Series estimation of semilinear models
@@ Property / cites work: Series estimation of semilinear models / rank @@
+Normal rank
@@ Property / cites work @@
+Trigonometric series regression estimators with an application to partially linear models
+Normal rank
@@ Property / cites work @@
+Local linear estimation in partly linear models
@@ Property / cites work: Local linear estimation in partly linear models / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
+Normal rank
@@ Property / cites work @@
+Estimation of the autocorrelation coefficient in the presence of a regression trend
+Normal rank
@@ Property / cites work @@
+Efficient estimation in a semiparametric additive regression model with autoregressive errors
+Normal rank
@@ Property / cites work @@
+An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
+Normal rank
@@ Property / cites work @@
+Asymptotic theory for partly linear models
@@ Property / cites work: Asymptotic theory for partly linear models / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric regression under long-range dependent errors.
+Normal rank
@@ Property / cites work @@
+Q4516961
@@ Property / cites work: Q4516961 / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation in a regression model with random coefficient autoregressive errors
+Normal rank
@@ Property / cites work @@
+Specification test for a linear regression model with ARCH process
+Normal rank
@@ Property / cites work @@
+Large sample tests for a regression model with autoregressive conditional heteroscedastic errors
+Normal rank
@@ Property / cites work @@
+The laws of the iterated logarithm of some estimates in partly linear models
+Normal rank
@@ Property / cites work @@
+Adaptive parametric test in a semiparametric regression model
+Normal rank
@@ Property / cites work @@
+Large sample theory of the estimation of the error distribution for a semiparametric model
+Normal rank
@@ Property / cites work @@
+Statistical inference in single-index and partially nonlinear models
+Normal rank
@@ Property / cites work @@
+Semiparametric Regression Smoothing of Non-linear Time Series
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
+Normal rank
@@ Property / cites work @@
+Adaptive estimation in partially linear autoregressive models
+Normal rank
@@ Property / cites work @@
+ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
+Normal rank
@@ Property / cites work @@
+SEMIPARAMETRIC TIME SERIES REGRESSION
@@ Property / cites work: SEMIPARAMETRIC TIME SERIES REGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of specification for parametric and semiparametric models
+Normal rank
@@ Property / cites work @@
+An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
+Normal rank
@@ Property / cites work @@
+Fixed-design regression for linear time series
@@ Property / cites work: Fixed-design regression for linear time series / rank @@
+Normal rank