Title of article
On local slope estimation in partial linear models under Gaussian subordination
Author/Authors
Ghosh، نويسنده , , Sucharita، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
12
From page
42
To page
53
Abstract
We address estimation of trend functions and time dependent slope in a partial linear model when the errors are unknown time-dependent functionals of latent Gaussian processes. Asymptotic results are derived under short-memory and long-memory correlations in the data.
Keywords
Characteristic function , Hermite polynomials , Kernel smoothing , least squares , Long-memory , Short-memory
Journal title
Journal of Statistical Planning and Inference
Serial Year
2014
Journal title
Journal of Statistical Planning and Inference
Record number
2222709
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