Regression Models with Time Series Errors Academic Article uri icon


  • In models of the form Yt = r(Xt) + Zt, where r is an unknown function and {Xt} is a covariate process independent of the stationary error {Zt}, we give conditions under which estimators based on residuals 1, . . ., n obtained from linear smoothers are asymptotically equivalent to those based on the actual errors Z1, . . ., Zn.

published proceedings

  • Journal of Time Series Analysis

author list (cited authors)

  • Lin, T. C., Pourahmadi, M., & Schick, A.

citation count

  • 11

complete list of authors

  • Lin, TC||Pourahmadi, M||Schick, A

publication date

  • July 1999