NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE (Q2933187): Difference between revisions

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+Local polynomial fitting with long-memory, short-memory and antipersistent errors
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+Econometric estimation in long-range dependent volatility models: theory and practice
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+Nonparametric regression under long-range dependent normal errors
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+Random-design regression under long-range dependent errors
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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
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+Long memory relationships and the aggregation of dynamic models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Nonparametric regression with long-range dependence
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+M-estimators in linear models with long range dependent errors
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+Long-Term Memory in Stock Market Prices
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Local linear regression estimation for time series with long-range dependence
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@@ Property / cites work @@
+Q4660382
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+Regression Theory for Near-Integrated Time Series
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+Large-sample inference for nonparametric regression with dependent errors
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+Time series regression with long-range dependence
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+Asymptotic properties of the LSE in a regression model with long-memory stationary errors
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@@ Property / cites work @@
+Nonparametric regression with dependent errors
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+Publication:2933187