Semiparametric generalized least squares estimation in partially linear regression models with correlated errors

DOI10.1016/j.jspi.2005.10.001zbMath1098.62048OpenAlexW2042871013MaRDI QIDQ2433821

Gemai Chen, Jin-hong You

Publication date: 30 October 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.10.001

zbMATH Keywords

asymptotic normalitylaw of the iterated logarithmautoregressive processpartially linear regression modelsemiparametric generalized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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