Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
Year of publication: |
2013
|
---|---|
Authors: | Zhou, Xing-cai ; Lin, Jin-guan |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 122.2013, C, p. 251-270
|
Publisher: |
Elsevier |
Subject: | Semiparametric regression model | Wavelet estimator | Strong mixing | Weak consistency | Asymptotic normality | Berry–Esseen bound |
-
Nonparametric estimation for second-order jump-diffusion model in high frequency data
Song, Yuping, (2020)
-
Asymptotic properties of least square statistics in general vector autoregressive models
Nielsen, Bent, (2001)
-
Asymptotic properties of least squares statistics in general vector autoregressive models
Nielsen, Bent, (2001)
- More ...
-
Zhou, Xing-cai, (2014)
-
Zhou, Xing-cai, (2012)
-
Lin, Jin-guan, (2010)
- More ...