Consistent variance estimate of linear process errors

DOI10.15991/J.CNKI.411100.2015.04.005MaRDI QIDQ3180516zbMATH OpenFDO

Authors Xinqian Wu, Fang Cheng

Publication date 6 January 2017

Full work available at URL https://doi.org/10.15991/J.CNKI.411100.2015.04.005

zbMATH Keywords

error variancelinear processnonparametric regressionpolynomial spline

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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(2)

• Spline estimate of error variance in nonparametric regression models
• Error variance estimation via least squares for small sample nonparametric regression

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