Abstract
Previous chapters considered the partially linear models in the framework of independent observations. The independence assumption can be reasonable when data are collected from a human population or certain measurements. However, there are classical data sets such as the sunspot, lynx and the Australian blowfly data where the independence assumption is far from being fulfilled. In addition, recent developments in semiparametric regression have provided a solid foundation for partially time series analysis. In this chapter, we pay attention to partially linear time series models and establish asymptotic results as well as small sample studies.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2000 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Härdle, W., Liang, H., Gao, J. (2000). Partially Linear Time Series Models. In: Partially Linear Models. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57700-0_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-57700-0_6
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1300-5
Online ISBN: 978-3-642-57700-0
eBook Packages: Springer Book Archive