{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,4]],"date-time":"2026-10-04T08:46:50Z","timestamp":1791103610593,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2002,5,17]],"date-time":"2002-05-17T00:00:00Z","timestamp":1021593600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,8]]},"abstract":"<jats:p>Motivated by a nonparametric GARCH model we consider nonparametric \nadditive autoregression models in the special case that the \nadditive components are linked parametrically. We show that \nthe parameter can be estimated with parametric rate and give \nthe normal limit. Our procedure is based on two steps. In the \nfirst step nonparametric smoothers are used for the estimation \nof each additive component without taking into account the \nparametric link of the functions. In a second step the parameter \nis estimated by using the parametric restriction between the \nadditive components. Interestingly, our method needs no \nundersmoothing in the first step.<\/jats:p>","DOI":"10.1017\/s0266466602184040","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:02:47Z","timestamp":1037311367000},"page":"886-912","source":"Crossref","is-referenced-by-count":45,"title":["ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED \nPARAMETRICALLY"],"prefix":"10.1017","volume":"18","author":[{"given":"Raymond J.","family":"Carroll","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Wolfgang","family":"H\u00e4rdle","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Enno","family":"Mammen","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,17]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602184040","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,1]],"date-time":"2019-04-01T19:28:30Z","timestamp":1554146910000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602184040\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,5,17]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2002,8]]}},"alternative-id":["S0266466602184040"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602184040","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,5,17]]}}}