Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
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Publication:1709424
DOI10.1007/S10255-018-0730-5zbMATH Open1387.62051OpenAlexW2789494984WikidataQ130140388 ScholiaQ130140388MaRDI QIDQ1709424FDOQ1709424
Authors: Hongchang Hu, Hengjian Cui, Kaican Li 
Publication date: 5 April 2018
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-018-0730-5
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asymptotic distributionasymptotic representationwavelet estimationpartially linear errors-in-variables modelnonlinear long dependent time seriesweak convergence rates
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 (10)
- A difference-based approach in the partially linear model with dependent errors
- Title not available (Why is that?)
- Robust nonparametric function estimation for errors-in-variables models
- Wavelet-based Bayesian estimation of partially linear regression models with long memory errors
- Wavelet estimation of semiparametric errors in variables model
- Asymptotic property of wavelet estimators in fixed-design partially linear errors-in-variables models with long-range dependent errors
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes
- Difference-based M-estimator of generalized semiparametric model with NSD errors
- CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
- Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model
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