Averaged and integrated estimations of varying-coefficient regression models with dependent observations
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Publication:2296555
Summary: In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary \(\alpha \)-mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.
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Cites work
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- scientific article; zbMATH DE number 472973 (Why is no real title available?)
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