Article ID Journal Published Year Pages File Type
4664992 Acta Mathematica Scientia 2006 9 Pages PDF
Abstract

This article studies parametric component and nonparametric component estimators in a semiparametric regression model with linear time series errors; their r-th mean consistency and complete consistency are obtained under suitable conditions. Finally, the author shows that the usual weight functions based on nearest neighbor methods satisfy the designed assumptions imposed.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)