Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
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Publication:2816431
DOI10.1080/03610926.2014.921306zbMath1347.62196OpenAlexW2416901727MaRDI QIDQ2816431
Ri-quan Zhang, Jianbo Li, Yu'an Li, Zhen-Sheng Huang
Publication date: 22 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.921306
serial correlationempirical likelihoodlocal polynomial approximationpartially varying coefficient single-index model
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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