A novel partial-linear single-index model for time series data
From MaRDI portal
Publication:1727926
DOI10.1016/j.csda.2018.12.012MaRDI QIDQ1727926
Huixia Wang, Hui Jiang, Lei Huang
Publication date: 21 February 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.12.012
62-08: Computational methods for problems pertaining to statistics
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
Related Items
A new approach of subgroup identification for high-dimensional longitudinal data, Evaluating multiplicative error models: a residual-based approach, Additive models with autoregressive symmetric errors based on penalized regression splines, On the semi-varying coefficient dynamic panel data model with autocorrelated errors, Robust tests for time series comparison based on Laplace periodograms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Trending time-varying coefficient time series models with serially correlated errors
- Estimation of semivarying coefficient time series models with ARMA errors
- Covariance matrix estimation for stationary time series
- Nonparametric transfer function models
- Estimation for a partial-linear single-index model
- On projection pursuit regression
- Convergence rates for parametric components in a partly linear model
- Time series: theory and methods.
- Profile likelihood and conditionally parametric models
- Rates of convergence for empirical processes of stationary mixing sequences
- Nonparametric regression with correlated errors.
- Local asymptotics for regression splines and confidence regions
- Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
- Partial linear single index models with distortion measurement errors
- Semi-parametric estimation of partially linear single-index models
- Nonlinear Time Series
- ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Sliced Inverse Regression for Dimension Reduction
- On a measure of lack of fit in time series models
- Nonparametric Identification of Nonlinear Time Series: Projections
- Generalized Partially Linear Single-Index Models
- Semiparametric Regression
- Penalized Spline Estimation for Partially Linear Single-Index Models
- On Single-Index Coefficient Regression Models
- Identification of Non-Linear Additive Autoregressive Models
- Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
- An Adaptive Estimation of Dimension Reduction Space
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
- Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals
- The asymptotic theory of linear time-series models
- Estimation for single-index and partially linear single-index integrated models