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Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-07-04
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence.
This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary α-mixing sequence.
Both the averaged and integrated estimators of coefficient functions are proposed.
The asymptotic normalities of the proposed averaged and integrated estimators are also established.
American Psychological Association (APA)
Fan, Guo-Liang& Xu, Hong-Xia. 2019. Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations. Discrete Dynamics in Nature and Society،Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1146528
Modern Language Association (MLA)
Fan, Guo-Liang& Xu, Hong-Xia. Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations. Discrete Dynamics in Nature and Society No. 2019 (2019), pp.1-10.
https://search.emarefa.net/detail/BIM-1146528
American Medical Association (AMA)
Fan, Guo-Liang& Xu, Hong-Xia. Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations. Discrete Dynamics in Nature and Society. 2019. Vol. 2019, no. 2019, pp.1-10.
https://search.emarefa.net/detail/BIM-1146528
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1146528