Efficient estimation in a semiparametric additive regression model with autoregressive errors

DOI10.1016/0304-4149(95)00093-3zbMath0844.62029OpenAlexW2065761639MaRDI QIDQ1915842

Anton Schick

Publication date: 1 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00093-3

zbMATH Keywords

stationary AR(1) processefficient estimatessemiparametric additive regression modelunknown Lipschitz-continuous function

Mathematics Subject Classification ID

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

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