On spline regression under Gaussian subordination with long memory
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- A practical guide to splines.
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- Asymptotic results in segmented multiple regression
- Asymptotic theory of nonlinear regression with long-range dependence
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Central limit theorems for non-linear functionals of Gaussian fields
- Contrasts under long-range correlations
- Convergence of integrated processes of arbitrary Hermite rank
- Efficient location and regression estimation for long range dependent regression models
- Fractal renewal processes
- Fractional differencing
- Local polynomial estimation with a FARIMA-GARCH error process
- Local polynomial fitting with long-memory, short-memory and antipersistent errors
- M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Non-central limit theorems for non-linear functional of Gaussian fields
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with correlated errors.
- Nonparametric regression with long-range dependence
- Nonparametric spline regression with autoregressive moving average errors
- ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS
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- On estimation of a regression model with long-memory stationary errors
- On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
- Random-design regression under long-range dependent errors
- Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Semiparametric analysis of long-range dependence in nonlinear regression
- Semiparametric regression under long-range dependent errors.
- Sensory Memory for Odors Is Encoded in Spontaneous Correlated Activity Between Olfactory Glomeruli
- Smoothing Spline Models with Correlated Random Errors
- Uniformity in weak convergence
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Weighted averages and local polynomial estimation for fractional linear ARCH processes
Cited in
(5)- Adaptive Inference in Heteroscedastic Fractional Time Series Models
- How the instability of ranks under long memory affects large-sample inference
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
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