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A difference-based approach in the partially linear model with dependent errors

We study asymptotic properties of estimators of parameter and non-parameter in a partially linear model in which errors are dependent. Using a difference-based and ordinary least square (DOLS) method, the estimator of an unknown parametric component is given and the asymptotic normality of the DOLS...

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Détails bibliographiques
Publié dans:J Inequal Appl
Auteurs principaux: Zeng, Zhen, Liu, Xiangdong
Format: Artigo
Langue:Inglês
Publié: Springer International Publishing 2018
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC6182447/
https://ncbi.nlm.nih.gov/pubmed/30363843
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s13660-018-1857-x
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