Large-sample inference for nonparametric regression with dependent errors

DOI10.1214/AOS/1069362387MaRDI QIDQ1374227zbMATH OpenOpenAlexFDO

Authors Peter M. Robinson

Publication date 2 December 1997

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1069362387

zbMATH Keywords

nonparametric regressionautocorrelationcentral limit theoremlong range dependence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18)

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