The parametric estimations and asymptotics for a single-index model with autoregressive processes (Q2993356)
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scientific article; zbMATH DE number 6612014
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| English | The parametric estimations and asymptotics for a single-index model with autoregressive processes |
scientific article; zbMATH DE number 6612014 |
Statements
10 August 2016
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single-index models
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local polynomial regression
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quasi-maximum like-lihood estimation
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weak consistency
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asymptotic normal
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0.7959803342819214
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0.7932490110397339
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0.7872061133384705
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0.7846955060958862
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