Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors

DOI10.1111/1467-9469.00108MaRDI QIDQ4231307zbMATH OpenOpenAlexFDO

Authors Jan Beran, Sucharita Ghosh

Publication date 14 March 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00108

zbMATH Keywords

kernel smoothingleast squares methodlong-range dependencesemiparametric regression modelshort-range dependenceroot-n-consistency

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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(18)

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• Testing linearity in semi-parametric functional data analysis
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• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• Semiparametric estimation for partially linear models with -weak dependent errors
• On local slope estimation in partial linear models under Gaussian subordination
• On spline regression under Gaussian subordination with long memory
• CLT of wavelet estimator in semiparametric model with correlated errors
• SEMI‐PARAMETRIC ANALYSIS OF COVARIANCE UNDER DEPENDENCE CONDITIONS WITHIN EACH GROUP
• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Plug-in bandwidth choice for estimation of nonparametric part in partial linear regression models with strong mixing errors
• SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
• Root-n-consistent estimation of partially linear time series models
• Semiparametric analysis of long-range dependence in nonlinear regression
• Estimation and testing in a partial linear regression model under long-memory dependence

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