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:
Research
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
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author Zeng, Zhen
Liu, Xiangdong
author_facet Zeng, Zhen
Liu, Xiangdong
author_sort Zeng, Zhen
collection PubMed
description 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 estimator is obtained. Meanwhile, the estimator of a nonparametric component is derived by the wavelet method, and asymptotic normality and the weak convergence rate of the wavelet estimator are discussed. Finally, the performance of the proposed estimator is evaluated by a simulation study.
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spelling pubmed-61824472018-10-22 A difference-based approach in the partially linear model with dependent errors Zeng, Zhen Liu, Xiangdong J Inequal Appl Research 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 estimator is obtained. Meanwhile, the estimator of a nonparametric component is derived by the wavelet method, and asymptotic normality and the weak convergence rate of the wavelet estimator are discussed. Finally, the performance of the proposed estimator is evaluated by a simulation study. Springer International Publishing 2018-10-01 2018 /pmc/articles/PMC6182447/ /pubmed/30363843 http://dx.doi.org/10.1186/s13660-018-1857-x Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Zeng, Zhen
Liu, Xiangdong
A difference-based approach in the partially linear model with dependent errors
title A difference-based approach in the partially linear model with dependent errors
title_full A difference-based approach in the partially linear model with dependent errors
title_fullStr A difference-based approach in the partially linear model with dependent errors
title_full_unstemmed A difference-based approach in the partially linear model with dependent errors
title_short A difference-based approach in the partially linear model with dependent errors
title_sort difference-based approach in the partially linear model with dependent errors
topic Research
url 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
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AT zengzhen differencebasedapproachinthepartiallylinearmodelwithdependenterrors
AT liuxiangdong differencebasedapproachinthepartiallylinearmodelwithdependenterrors

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