Root-n-consistent estimation of partially linear time series models Academic Article

abstract

• We establish root-n-consistent estimation of a partially linear time series model under conditions similar to those used in Robinson (1988) for independent observations.

authors

• Li, Qi

published proceedings

• JOURNAL OF NONPARAMETRIC STATISTICS

author list (cited authors)

• Fan, Y. Q., & Li, Q.

citation count

• 43

complete list of authors

• Fan, YQ||Li, Q

publication date

• January 1999

publisher

• Taylor & Francis  Publisher

published in

• Journal of Nonparametric Statistics  Journal

keywords

• Absolute Regularity
• Partially Linear Model
• Semiparametric Regression

Digital Object Identifier (DOI)

• 10.1080/10485259908832783

start page

• 251

end page

• 269

volume

• 11

issue

• 1-3

URL

• http://dx.doi.org/10.1080/10485259908832783