Estimation in semiparametric time series regression

Chen, Jia, Gao, Jiti, Li, Degui . Statistics and Its Interface 2011. 4 (2) :243-251

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  Author = {Chen, Jia and Gao, Jiti and Li, Degui},
  Title = {Estimation in semiparametric time series regression},
  Journal = {Statistics and Its Interface},
  Volume = {4},
  Number = {2},
  Year = {2011},
  Pages = {243--251},
  Keywords = {Special issue containing papers presented at the meeting ``Inhomogeneous random systems (Rapidity of convergence to equilibrium or stationary states, Coarse graining in statistical mechanics with long range potentials)'' held at the University of Cergy-Pontoise, near Paris, \r\n23-24 January 2001, Asymptotic distribution, Semiparametric modelling, local linear method, departure function}

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