Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors

DOI10.1111/1467-9469.00108zbMath0910.62032OpenAlexW2009947349MaRDI QIDQ4231307

Jan Beran, Sucharita Ghosh

Publication date: 14 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00108

zbMATH Keywords

kernel smoothingleast squares methodlong-range dependencesemiparametric regression modelshort-range dependenceroot-n-consistency

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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