scientific article; zbMATH DE number 1944032
From MaRDI portal
Publication:4410080
zbMath1021.62072MaRDI QIDQ4410080
Hira L. Koul, Donatas Surgailis
Publication date: 1 July 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Related Items (20)
Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory ⋮ A goodness-of-fit test for marginal distribution of linear random fields with long memory ⋮ Change-of-variance problem for linear processes with long memory ⋮ Comparing two nonparametric regression curves in the presence of long memory in covariates and errors ⋮ Goodness-of-fit tests for long memory moving average marginal density ⋮ On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications ⋮ QUANTILOGRAMS UNDER STRONG DEPENDENCE ⋮ Nonparametric estimation of conditional medians for linear and related processes ⋮ Empirical process of residuals for regression models with long memory errors ⋮ Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences ⋮ Empirical process of long-range dependent sequences when parameters are estimated ⋮ Stable limits of sums of bounded functions of long memory moving averages with finite variance ⋮ Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences ⋮ Nonparametric regression for dependent data in the errors-in-variables problem ⋮ Goodness-of-fit testing under long memory ⋮ M-estimation in nonparametric regression under strong dependence and infinite variance ⋮ Nonparametric density estimation for linear processes with infinite variance ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Lack of fit test for long memory regression models ⋮ On Koul's minimum distance estimators in the regression models with long memory moving averages.
This page was built for publication:
