Fixed-design semiparametric regression for linear time series
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Publication:2495280
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- scientific article; zbMATH DE number 1240853
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- Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors
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- The consistency for the estimators of semiparametric regression model based on weakly dependent errors
- Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- Complete moment convergence for m-ANA random variables and statistical applications
- Weak consistency of quasi-maximum likelihood estimators in semiparametric regression models
- SEMIPARAMETRIC TIME SERIES REGRESSION
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with -mixing errors
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- Moment convergence rate of estimators in partially linear models under AANA errors
- Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications
- Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models
- Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises
- The consistency of LSE estimators in partial linear regression models under mixing random errors
- On the Baum-Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models
- Complete f-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- The Marcinkiewicz laws for weighted sums of heavy-tailed random variables and applications to the value-at-risk estimators and semiparametric regression models
- The Berry-Esseen bounds of wavelet estimator for semiparametric regression model whose errors form a linear process based on ANA sequences
- The asymptotic of the estimators in a semiparametric regression model under α -mixing errors
- Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models
- Complete convergence for moving average process of martingale differences
- Complete f -moment convergence for maximum of weighted sums of martingale differences and its statistical applications
- Maximal inequalities for some dependent sequences and their applications
- Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models
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