Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555)
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scientific article; zbMATH DE number 7168975
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| English | Averaged and integrated estimations of varying-coefficient regression models with dependent observations |
scientific article; zbMATH DE number 7168975 |
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Averaged and integrated estimations of varying-coefficient regression models with dependent observations (English)
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18 February 2020
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Summary: In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary \(\alpha \)-mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.
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0.8243563175201416
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0.8178141713142395
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0.8106377720832825
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0.8059124946594238
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0.8014870285987854
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