Statistical inference for partially linear stochastic models with heteroscedastic errors

DOI10.1016/j.csda.2013.04.004zbMath1471.62212MaRDI QIDQ1800124

Dawei Lu, Lixin Song, Xiaoguang Wang

Publication date: 19 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.04.004

zbMATH Keywords

time series; heteroscedasticity; kernel; partially linear model; simultaneous confidence bands

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62P12: Applications of statistics to environmental and related topics

62G05: Nonparametric estimation