Random-design regression under long-range dependent errors

DOI10.2307/3318432zbMath0946.62084OpenAlexW2081977238MaRDI QIDQ1290372

Jan Mielniczuk, Sándor Csörgö

Publication date: 18 October 2000

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1173147903

zbMATH Keywords

long-range dependencerandom design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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