Estimation in semiparametric time series regression

DOI10.4310/SII.2011.v4.n2.a18MaRDI QIDQ647184

Jia Chen, Degui Li, J. T. Gao

Publication date: 1 December 2011

Published in: Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation