Hybrid Wavelet–Difference M-Estimation for Partially Linear Models With m-Dependent Errors

Yu Zhang and Zhiqi Chen

Journal of Mathematics, 2026, vol. 2026, 1-10

Abstract: In this paper, we employ difference-based M-estimation to estimate the parameters β in a partially linear model with m-dependent errors and establish the asymptotic normality of these estimators. Meanwhile, the nonparametric component is estimated using a wavelet-based approach, and both the asymptotic normality and the weak convergence rate of the wavelet estimator are analyzed. Finally, the performance of the proposed estimators is evaluated through simulation studies.

Date: 2026
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/jmath/2026/1254698.pdf (application/pdf)
http://downloads.hindawi.com/journals/jmath/2026/1254698.xml (application/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:1254698

DOI: 10.1155/jom/1254698

Access Statistics for this article

More articles in Journal of Mathematics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().