Fixed-design semeparametric regression for linear time series

被引：24

作者：

Hu, SH ^{[1
]}

机构：

[1] Anhui Univ, Sch Math & Computat Sci, Hefei 230039, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2006年 / 26卷 / 01期

基金：

中国国家自然科学基金;

关键词：

fixed-design; semiparametric regression; linear time series;

D O I：

10.1016/S0252-9602(06)60028-3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This article studies parametric component and nonparametric component estimators in a semiparametric regression model with linear time series errors; their r-th mean consistency and complete consistency are obtained under suitable conditions. Finally, the author shows that the usual weight functions based on nearest neighbor methods satisfy the designed assumptions imposed.

引用

页码：74 / 82

页数：9

共 31 条

[21] Semiparametric non-linear time series model selection
Gao, JT
Tong, H
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2004, 66 : 321 - 336
[22] Using difference-based methods for inference in nonparametric regression with time series errors
Hall, P
Van Keilegom, I
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2003, 65 : 443 - 456
[23] Regression analysis of interval-censored failure time data with linear transformation models
Zhang, ZG
Sun, LQ
Zhao, XQ
Sun, JG
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2005, 33 (01): : 61 - 70
[24] Root-n-consistent estimation of partially linear time series models
Fan, YQ
Li, Q
JOURNAL OF NONPARAMETRIC STATISTICS, 1999, 11 (1-3) : 251 - 269
[25] Semi-parametric Smoothing Regression Model Based on GA for Financial Time Series Forecasting
Wang, Lingzhi
INTELLIGENT INFORMATION AND DATABASE SYSTEMS (ACIIDS 2012), PT III, 2012, 7198 : 55 - 64
[26] Asymptotic Normality of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Fixed Design*
Qibing Gao
Yaohua Wu
Chunhua Zhu
Zhanfeng Wang
Journal of Systems Science and Complexity, 2008, 21 : 463 - 473
[27] Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
Gao, Qibing
Wu, Yaohua
Zhu, Chunhua
Wang, Zhanfeng
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 21 (03) : 463 - 473
[28] Some weighted mixed portmanteau tests for diagnostic checking in linear time series models
Anvar, P. Muhammed
Balakrishna, N.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (15) : 3000 - 3017
[29] Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
McElroy, Tucker
Jach, Agnieszka
JOURNAL OF TIME SERIES ANALYSIS, 2012, 33 (06) : 935 - 953
[30] GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models
Dordonnat, V.
Pichavant, A.
Pierrot, A.
INTERNATIONAL JOURNAL OF FORECASTING, 2016, 32 (03) : 1005 - 1011

← 1 2 3 4 →