42 citations · 71 across the 7 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
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.ST2012★ 42 cited
Estimation in semi-parametric regression with non-stationary regressors
Jia Chen, Jiti Gao, Degui Li
In this paper, we consider a partially linear model of the form , , where is a null recurrent Markov chain, is a sequenc…