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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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Detalles Bibliográficos
Autores principales: Zeng, Zhen, Liu, Xiangdong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6182447/
https://www.ncbi.nlm.nih.gov/pubmed/30363843
http://dx.doi.org/10.1186/s13660-018-1857-x