CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS

DOI10.1081/STA-120017224MaRDI QIDQ4449097zbMATH OpenFDO

Authors Xiaoqian Sun, Jinhong You, Gemai Chen, Xian Zhou

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Linear time series errorsNonparametric kernel smoothingPartial linear regression modelSemiparametric least squares estimatorStrong convergence rates

Mathematics Subject Classification ID

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

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Cites work

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• Series estimation of semilinear models
• Smoothness Priors and Nonlinear Regression
• Strong consistency of least squares estimates in multiple regression II
• Strong consistency of nearest neighbor regression function estimators
• Trigonometric series regression estimators with an application to partially linear models

Cited in

(19)

• Empirical likelihood inference for semiparametric model with linear process errors
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
• scientific article; zbMATH DE number 3947469 (Why is no real title available?)
• Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors
• Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
• Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
• Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors
• The integrated absolute error of the kernel error distribution estimator in the first-order autoregression model
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
• CLT of wavelet estimator in semiparametric model with correlated errors
• Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
• Asymptotic results of error density estimator in nonlinear autoregressive models
• Rates of convergence of \(M\)-estimators for partly linear models involving time series
• A general result on complete convergence for weighted sums of linear processes and its statistical applications
• Asymptotic normality in partial linear models based on dependent errors
• Berry-Esseen bounds for wavelet estimator in semiparametric regression model with linear process errors
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors

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