JOURNAL ARTICLE

Statistical inference for partially linear stochastic models with heteroscedastic errors

Xiaoguang WangDawei LuLixin Song

Year: 2013 Journal:   Computational Statistics & Data Analysis Vol: 66 Pages: 150-160   Publisher: Elsevier BV
Keywords:
Heteroscedasticity Nonparametric statistics Homoscedasticity Mathematics Econometrics Estimator Stochastic volatility Parametric statistics Statistical inference Statistics Volatility (finance) Applied mathematics

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
21
Refs
0.11
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Advanced Statistical Methods and Models
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

Related Documents

JOURNAL ARTICLE

Statistical inference of partially linear regression models with heteroscedastic errors

Jinhong YouGemai ChenYong Zhou

Journal:   Journal of Multivariate Analysis Year: 2007 Vol: 98 (8)Pages: 1539-1557
JOURNAL ARTICLE

Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors

Jinhong YouXian ZhouYong Zhou

Journal:   Journal of Multivariate Analysis Year: 2010 Vol: 101 (5)Pages: 1079-1101
JOURNAL ARTICLE

Statistical inference for partially linear regression models with measurement errors

Jinhong YouQinfeng XuBin Zhou

Journal:   Chinese Annals of Mathematics Series B Year: 2008 Vol: 29 (2)Pages: 207-222
JOURNAL ARTICLE

Inference in partially linear models with correlated errors

Isabella Ghement

Journal:   Open Collections Year: 2009
© 2026 ScienceGate Book Chapters — All rights reserved.