Random-design regression under long-range dependent errors (Q1290372)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random-design regression under long-range dependent errors |
scientific article |
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Random-design regression under long-range dependent errors (English)
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18 October 2000
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The authors study the distributional behavior of the Nadaraya-Watson estimator of a regression function at finitely many points, when the design variable is random and the errors are long-range dependent. It is demonstrated that, under some technical assumptions, the limit distribution very much depends on the choice of the bandwidth.
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long-range dependence
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random design
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