Estimation of functional-coefficient autoregressive models with measurement error

DOI10.1016/J.JMVA.2022.105077MaRDI QIDQ2079617zbMATH OpenOpenAlexFDO

Authors Pei Geng

Publication date 30 September 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2022.105077

zbMATH Keywords

bias correctionlocal linear estimatorasymptotic biasnaive estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 1347886 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Additive coefficient modeling via polynomial spline
• Consistency of the kernel density estimator: a survey
• Corrected local polynomial estimation in varying-coefficient models with measurement errors
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Estimation in autoregressive model with measurement error
• Flexible generalized varying coefficient regression models
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Improving GDP measurement: a measurement-error perspective
• Measurement Error in Linear Autoregressive Models
• Measurement error. Models, methods and applications
• Shrinkage estimation of the varying coefficient model
• Statistical estimation in varying coefficient models
• Varying Coefficients Model with Measurement Error

Cited in

(3)

• Estimating function method for product autoregressive models
• scientific article; zbMATH DE number 5360798 (Why is no real title available?)
• Revisiting the estimation of the error density in functional autoregressive models

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