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

DOI10.1081/STA-120017224zbMATH Open1075.62550MaRDI QIDQ4449097FDOQ4449097

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)

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• scientific article; zbMATH DE number 4186910

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)

Cites Work

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• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Estimation of the autocorrelation coefficient in the presence of a regression trend
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS

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
• Title not available (Why is that?)
• 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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