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

zbMATH Open0822.62039MaRDI QIDQ1895451FDOQ1895451

Authors: Peide Shi, Zhongguo Zheng 

Publication date: 17 October 1995

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

Recommendations

• Publication:4891985
• Publication:4864948
• The rates of convergence of \(M\)-estimators for partly linear models in dependent cases
• Convergence rates for estimation in certain partially linear models
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Convergence rates of estimators for parametric components and nonparametric components in a partial linear model
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS

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)

Cited In (7)

• The rates of convergence of \(M\)-estimators for partly linear models in dependent cases
• Title not available (Why is that?)
• Boundedness of M-estimators for linear regression in 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
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series

This page was built for publication: Rates of convergence of \(M\)-estimators for partly linear models involving time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1895451)