The asymptotic of the estimators in a semiparametric regression model under α -mixing errors
From MaRDI portal
Publication:6932666
Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A general central limit theorem for strong mixing sequences
- A general result on complete convergence for weighted sums of linear processes and its statistical applications
- A maximal moment inequality for \(\alpha \)-mixing sequences and its applications
- A note on the asymptotic properties of the estimators in a semiparametric regression model
- Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences
- Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
- Fixed-design semiparametric regression for linear time series
- Generalized partially linear models with missing covariates
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1978888 (Why is no real title available?)
- scientific article; zbMATH DE number 1501187 (Why is no real title available?)
- scientific article; zbMATH DE number 2118919 (Why is no real title available?)
- Maximal moment inequality for partial sums of strong mixing sequences and application
- Mixing: Properties and examples
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric curve estimation from time series
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences
- Nonparametric regression estimation under mixing conditions
- On consistency of the weighted least squares estimators in a semiparametric regression model
- On optimal estimation of a non-smooth mode in a nonparametric regression model with \(\alpha \)-mixing errors
- Recursive probability density estimation for weakly dependent stationary processes
- The Bahadur representation for sample quantiles under strongly mixing sequence
- The Berry–Esseen-type bound for the G-M estimator in a nonparametric regression model with α-mixing errors
- Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
- Weighted sums of strongly mixing random variables with an application to nonparametric regression
This page was built for publication: The asymptotic of the estimators in a semiparametric regression model under α -mixing errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6932666)
