| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1148498 | Journal of Statistical Planning and Inference | 2014 | 12 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Sucharita Ghosh,