scientific article; zbMATH DE number 913285

MaRDI QIDQ4887702zbMATH OpenFDO

Authors Hua Liang

Publication date 11 November 1996

zbMATH Keywords

piecewise polynomialnormal densityleast squares estimatorssecond order asymptotic efficiencypartly autoregressive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(4)

• Spline estimation of partially linear regression models for time series with correlated errors
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