Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555): Difference between revisions
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Latest revision as of 19:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged and integrated estimations of varying-coefficient regression models with dependent observations |
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Averaged and integrated estimations of varying-coefficient regression models with dependent observations (English)
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18 February 2020
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Summary: In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary \(\alpha \)-mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.
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