Testing serial correlation in semiparametric varying-coefficient partially linear EV models
DOI10.1007/s10255-006-6168-1zbMath1135.62033OpenAlexW2040447697MaRDI QIDQ925987
Xue-Mei Hu, Feng Liu, Zhi-Zhong Wang
Publication date: 26 May 2008
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-006-6168-1
empirical likelihoodgeneralized least squares estimationvarying-coefficient modelpartial linear EV model
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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