Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors

DOI10.1007/s10255-018-0730-5zbMath1387.62051MaRDI QIDQ1709424

Hong Chang Hu, Heng-Jian Cui, Kai-Can 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

zbMATH Keywords

asymptotic distribution; asymptotic representation; wavelet estimation; partially linear errors-in-variables model; nonlinear long dependent time series; weak convergence rates

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

Uses Software

• longmemo