Statistical inference for partially linear varying coefficient autoregressive models

DOI10.1080/03610926.2025.2461622MaRDI QIDQ6926729zbMATH OpenFDO

Authors Feng Luo, Guo-Liang Fan

Publication date 23 September 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2025.2461622

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cites work

• Additive coefficient modeling via polynomial spline
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators
• Efficient estimation of additive partially linear models
• Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
• Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
• Estimation of functional-coefficient autoregressive models with measurement error
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Generalized likelihood ratio statistics and Wilks phenomenon
• Global kernel estimator and test of varying-coefficient autoregressive model
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• Local rank estimation and related test for varying-coefficient partially linear models
• Local Walsh-average regression for semiparametric varying-coefficient models
• Nonlinear time series. Nonparametric and parametric methods
• Optimal global rates of convergence for nonparametric regression
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Spline estimation of single-index models
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
• The dimensionality reduction principle for generalized additive models
• Variable selection in semiparametric regression modeling
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: Statistical inference for partially linear varying coefficient autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6926729)