Regression model fitting with long memory errors

DOI10.1016/S0378-3758(98)00016-0zbMath0931.62015OpenAlexW1985362625WikidataQ127203458 ScholiaQ127203458MaRDI QIDQ1299429

Hira L. Koul, Winfried Stute

Publication date: 21 February 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00016-0

zbMATH Keywords

fractional Brownian motionasymptotically distribution freemarked empirical processpsi-residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Nonparametric robust regression estimation for censored data ⋮ Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models ⋮ Comparing two nonparametric regression curves in the presence of long memory in covariates and errors ⋮ Local M-estimator for nonparametric time series. ⋮ A robust nonparametric estimation of the autoregression function under an ergodic hypothesis ⋮ How the instability of ranks under long memory affects large-sample inference ⋮ Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data ⋮ SiZer analysis for the comparison of time series ⋮ Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors ⋮ Distribution free goodness-of-fit tests for linear processes

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