Adaptive estimation in partially linear autoregressive models

DOI10.2307/3315966MaRDI QIDQ4527900zbMATH OpenOpenAlexFDO

Authors Thomas W. Yee, Jiti Gao

Publication date 5 June 2001

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/421ad1ccf9dd7f5af7cf15cafe0e4af6d81b4716

zbMATH Keywords

adaptive estimationdependent processesnonlinear time seriespartially linear autoregressionstrict stationarity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(15)

• Model specification tests in nonparametric stochastic regression models
• Empirical likelihood confidence regions for autoregressive models with explanatory variables
• Empirical likelihood-based subset selection for partially linear autoregressive models
• On a partly linear autoregressive model with moving average errors
• PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS
• Adaptive R-estimation in a linear regression model with ARMA errors
• scientific article; zbMATH DE number 2058052 (Why is no real title available?)
• scientific article; zbMATH DE number 7266441 (Why is no real title available?)
• Semiparametric methods in nonlinear time series analysis: a selective review
• Semiparametric autoregressive conditional duration model: theory and practice
• Difference based estimation for partially linear regression models with measurement errors
• Variable selection in partially linear regression models for time series
• Unified specification tests in partially linear time series models
• Statistical inference on regression with spatial dependence
• Weakly adaptive estimators in explosive autoregression

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