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- W2892750187 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 the DOLS estimator is obtained. Meanwhile, the estimator of a nonparametric component is derived by the wavelet method, and asymptotic normality and the weak convergence rate of the wavelet estimator are discussed. Finally, the performance of the proposed estimator is evaluated by a simulation study." @default.
- W2892750187 created "2018-10-05" @default.
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- W2892750187 date "2018-10-01" @default.
- W2892750187 modified "2023-09-24" @default.
- W2892750187 title "A difference-based approach in the partially linear model with dependent errors" @default.
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- W2892750187 doi "https://doi.org/10.1186/s13660-018-1857-x" @default.
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