SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS

DOI10.1017/S0266466601175067zbMath1017.62032MaRDI QIDQ4807273

Zhijie Xiao, Oliver B. Linton

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Second order optimality for estimators in time series regression models

This page was built for publication: SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS