Rates of convergence of M-estimators for partly linear models involving time series

MaRDI QIDQ1895451zbMATH OpenFDO

Authors Peide Shi, Zhongguo Zheng

Publication date 17 October 1995

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

nonparametric regressiontime series\(M\)-estimatorsoptimal convergence rates\(B\)-splinesstrictly stationary sequencepartly linear modelasymptotic behaviour of \(M\)-estimatorsHuber estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series
• Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Boundedness of M-estimators for linear regression in time series
• scientific article; zbMATH DE number 719422 (Why is no real title available?)
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• The rates of convergence of \(M\)-estimators for partly linear models in dependent cases

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