Lu, Zudi, Tjøstheim, Dag and Yao, Qiwei 
ORCID: 0000-0003-2065-8486
(2007)
Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory.
Statistica Sinica, 17 (1).
pp. 177-198.
ISSN 1017-0405
|
PDF
Download (394kB) | Preview |
Abstract
We have established the asymptotic theory for the estimation of adaptive varying-coe�cient linear models. More speci�cally we have shown that the estimator for the global index parameter is root-n consistent without imposing, as a prerequisite, that the estimator is within n
| Item Type: | Article |
|---|---|
| Official URL: | http://www3.stat.sinica.edu.tw/statistica/ |
| Additional Information: | © 2007 Institute of Statistical Science, Academia Sinica |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 13 Jun 2008 09:12 |
| Last Modified: | 14 Mar 2025 20:06 |
| Projects: | 70271003, 70221001 |
| Funders: | Leverhulme Trust, National Natural Science Foundation of China |
| URI: | http://eprints.lse.ac.uk/id/eprint/5411 |
Actions (login required)
 |
View Item |
Download Statistics
Download Statistics