Nonparametric regression under dependent errors with infinite variance
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- Large-sample inference for nonparametric regression with dependent errors
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- Nonparametric regression with long-range dependence
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Cited in
(19)- Error estimation in the method of dependent tests for multiple parametric integrals with infinite variance
- Estimation for regression with infinite variance errors
- Nonparametric quantile regression with heavy-tailed and strongly dependent errors
- Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
- Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
- Asymptotics for the partial sum and its maximum of dependent random variables
- Tail behavior of negatively associated heavy-tailed sums
- scientific article; zbMATH DE number 2052961 (Why is no real title available?)
- On local trigonometric regression under dependence
- Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures
- On the asymptotic variance in nonparametric regression with fractional time-series errors
- Testing for strict stationarity in a random coefficient autoregressive model
- A simple nonparametric conditional quantile estimator for time series with thin tails
- Nonparametric regression with martingale increment errors
- M-estimation in nonparametric regression under strong dependence and infinite variance
- Nonparametric density estimation for linear processes with infinite variance
- Nonparametric estimation of conditional medians for linear and related processes
- Local linear M-estimation for spatial processes in fixed-design models
- On the predictability of long-range dependent series
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