Estimation theory in partly linear regression models under long range dependence.

MaRDI QIDQ2767329zbMATH OpenFDO

Authors Ying Yang

Publication date 29 January 2002

Published in Advances in Mathematics (Beijing) (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic distributionlong range dependenceasymptotic representationpartly linear regression modelsHermite rank and polynomialsnoncentral limit theorem.

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• Local linear regression estimation under long-range dependence: strong consistency and rates
• Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
• Asymptotic property of wavelet estimators in fixed-design partially linear errors-in-variables models with long-range dependent errors
• Estimation of the dependence parameter in linear regression with long-range-dependent errors
• Estimation and testing in a partial linear regression model under long-memory dependence

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