scientific article; zbMATH DE number 6746782

DOI10.7612/J.ISSN.1000-2537.2016.04.015MaRDI QIDQ5277157zbMATH OpenFDO

Authors Chang-Sheng Liu, Hongwei Song

Publication date 14 July 2017

zbMATH Keywords

consistencyrobust estimationautoregressive model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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• Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
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