典型文献
Statistical Inferences in a Partially Linear Model with Autoregressive Errors
文献摘要:
In this paper,we consider the statistical inferences in a partially linear model when the model error follows an autoregressive process.A two-step procedure is proposed for estimating the unknown parameters by taking into account of the special structure in error.Since the asymptotic matrix of the estimator for the parametric part has a complex structure,an empirical likelihood function is also developed.We derive the asymptotic properties of the related statistics under mild conditions.Some simulations,as well as a real data example,are conducted to illustrate the finite sample performance.
文献关键词:
中图分类号:
作者姓名:
Xiao-hui LIU;Yu WANG;Ya-wen FAN;Yu-zi LIU
作者机构:
School of Statistics,Jiangxi University of Finance and Economics,Nanchang 330013,China;Key Laboratory of Data Science in Finance and Economics,Jiangxi University of Finance and Economics,Nanchang 330013,China
文献出处:
引用格式:
[1]Xiao-hui LIU;Yu WANG;Ya-wen FAN;Yu-zi LIU-.Statistical Inferences in a Partially Linear Model with Autoregressive Errors)[J].应用数学学报(英文版),2022(04):822-842
A类:
Inferences
B类:
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AB值:
0.7373
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