Nonparametric estimation for long-range dependent sequences

MaRDI QIDQ4407609zbMATH OpenFDO

Authors Paul Doukhan, Abdelali Khezour, Gabriel Lang

Publication date 4 February 2004

zbMATH Keywords

kernel density estimatorkernel regression estimatorlong-range dependencenoncentral limit theorem

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3960808
• scientific article; zbMATH DE number 203214
• Nonparametric regression with long-range dependence
• Empirical process of long-range dependent sequences when parameters are estimated
• Nonparametric estimation under long memory dependence
• scientific article; zbMATH DE number 1734653
• On non parametric statistical inference for densities under long-range dependence
• Nonparametric density estimation for a long-range dependent linear process

Cited in

(20)

• On smoothed probability density estimation for stationary processes
• On central and non-central limit theorems in density estimation for sequences of long-range dependence
• Distant long-range dependent sums and regression estimation
• Nonparametric regression under long-range dependent normal errors
• Nonparametric deconvolution problem for dependent sequences
• Kink estimation with correlated noise
• Nonparametric estimation of the conditional median function for long-range dependent processes
• On nonparametric prediction of linear processes
• scientific article; zbMATH DE number 3942768 (Why is no real title available?)
• Delta method for long-range dependent observations
• Nonparametric estimation under long memory dependence
• On non parametric statistical inference for densities under long-range dependence
• scientific article; zbMATH DE number 812578 (Why is no real title available?)
• scientific article; zbMATH DE number 817394 (Why is no real title available?)
• On nonparametric density estimation for multivariate linear long-memory processes
• scientific article; zbMATH DE number 970190 (Why is no real title available?)
• Nonparametric density estimation for a long-range dependent linear process
• On nonparametric ridge estimation for multivariate long-memory processes
• Convergence rates in density estimation for data from infinite-order moving average processes
• Empirical process of long-range dependent sequences when parameters are estimated

This page was built for publication: Nonparametric estimation for long-range dependent sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4407609)