Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

In this article, under a semi-parametric partly linear autoregression model, a family of robust estimators for the autoregression parameter and the autoregression function is studied. The proposed estimators are based on a three-step procedure, in which robust regression estimators and robust smooth...

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Detalles Bibliográficos
Autores principales: Bianco, A., Boente, G.
Formato: JOUR
Materias:
Asymptotic properties
Cross-validation
Filtering
Partly linear autoregression
Prediction
Rate of convergence
Robust estimation
Smoothing techniques
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_01439782_v28_n2_p274_Bianco
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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