Influence of long memory on the asymptotic behaviour of functional estimators
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Cites work
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- Asymptotic normality of regression estimators with long memory errors
- Convergence rates in density estimation for data from infinite-order moving average processes
- Fractional Brownian Motions, Fractional Noises and Applications
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
- Random approximations to some measures of accuracy in nonparametric curve estimation
Cited in
(7)- Nearest neighbors estimation for long memory functional data
- Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
- Nonparametric estimation under long memory dependence
- On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
- Asymptotics for statistical functionals of long-memory sequences
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- A note on quantile estimation for long-range dependent stochastic processes
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