Estimation of semiparametric regression models with linear process errors

MaRDI QIDQ3072221zbMATH OpenFDO

Authors Meili Bai

Publication date 5 February 2011

zbMATH Keywords

asymptotic normalityr-th mean consistencylinear process sequence

Mathematics Subject Classification ID

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

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Cited in

(5)

• Series estimation of semilinear models
• Approximate Standard Errors in Semiparametric Models
• Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Fixed-design semiparametric regression for linear time series

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