A difference-based approach in the partially linear model with dependent errors

A difference-based approach in the partially linear model with dependent errors

Abstract 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...

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Bibliographic Details
Main Authors: Zhen Zeng, Xiangdong Liu
Format: Article
Language:English
Published: SpringerOpen 2018-10-01
Series:Journal of Inequalities and Applications
Subjects:
NSD random variables
Partially linear model
Asymptotic normality
Finite difference
Least square
Online Access:http://link.springer.com/article/10.1186/s13660-018-1857-x

Internet

http://link.springer.com/article/10.1186/s13660-018-1857-x

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