163 citations · 543 across the 14 of their papers we have counts for
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math.ST2016★ 24 cited
Estimation in nonlinear regression with Harris recurrent Markov chains
Degui Li, Dag Tjøstheim, Jiti Gao
In this paper, we study parametric nonlinear regression under the Harris recurrent Markov chain framework. We first consider the nonlinear least squares estimators of the parameter…
math.ST2016★ 65 cited
Estimation for single-index and partially linear single-index integrated models
Chaohua Dong, Jiti Gao, Dag Tjøstheim
Estimation mainly for two classes of popular models, single-index and partially linear single-index models, is studied in this paper. Such models feature nonstationarity. Orthogona…