| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153453 | Statistics & Probability Letters | 2009 | 8 Pages |
Abstract
This paper proposes a semiparametric method for an autoregressive model by combining a parametric regression estimator with a nonparametric adjustment. The regression has a parametric framework. After the parameter is estimated through a general parametric method, the obtained regression function is adjusted by a nonparametric factor, and the nonparametric factor is obtained through a natural consideration of the local L2L2-fitting criterion. Some asymptotic and simulation results for the semiparametric method are discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhuoxi Yu, Dehui Wang, Ningzhong Shi,