Spline estimation for partially linear autoregressive models with exogenous variables

MaRDI QIDQ5436050zbMATH OpenFDO

Authors Xinqian Wu, Zheng Tian, Sier Han

Publication date 14 January 2008

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Estimation of an autoregressive semiparametric model with exogenous variables
• Asymptotic properties of some estimators for partly linear stationary autoregressive models
• scientific article; zbMATH DE number 952098
• Spline estimates in functional-coefficients linear autoregressive models
• Polynomial spline estimation for nonparametric (auto-)regressive models

Cited in

(7)

• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
• Estimation of an autoregressive semiparametric model with exogenous variables
• Spline estimation of a semiparametric GARCH model
• Unbiased Partial Spline Fitting under Autoregressive Errors
• Spline estimates in functional-coefficients linear autoregressive models
• Spline estimation of partially linear regression models for time series with correlated errors
• Variable selection in partially linear regression models for time series

This page was built for publication: Spline estimation for partially linear autoregressive models with exogenous variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5436050)