Empirical likelihood inference for partial linear models with ARCH(1) errors
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Publication:2450485
DOI10.1016/j.mcm.2012.07.016zbMath1286.62078MaRDI QIDQ2450485
De-Hui Wang, Zhuoxi Yu, Shishun Zhao
Publication date: 14 May 2014
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2012.07.016
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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Cites Work
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence regions
- Convergence rates for parametric components in a partly linear model
- Empirical likelihood for linear models
- Empirical likelihood and general estimating equations
- Penalized quasi-likelihood estimation in partial linear models
- Local linear estimation in partly linear models
- Empirical likelihood for partially linear models
- Asymptotics of estimators in semi-parametric model under NA samples
- Methodology and Algorithms of Empirical Likelihood
- Empirical likelihood ratio confidence intervals for a single functional
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