Asymptotics for partly linear regression with dependent samples and ARCH errors: consistency with ra

• 作 者: LU Zudi
• 机 构: 1.InstituteofSystemsScience,2.lnstitutdeStatistique
• 出 处: 中国科学：数学英文版
• 发表日期: 2001年2期
• 关键词: 拱门(GARCH ) 错误 依赖样品 本地多项式试穿 集中率 部分线性的模型 root-n 一致性 ARCH (GARCH) errors dependent
• 基金项目: This work was partially supported by the NationalNatural Science Foundation of China (Grant No.79930900),, the Belgian Government's 'Projet d'Actions de Recherche Concertees' (PARC No.

Partly linear regression model is useful in practice, but littleis investigated in the literature to adapt it to the real data which are dependent and conditionally heteroscedastic. In this paper, the estimators of the regression components are constructe