Regression model fitting with long memory errors

DOI10.1016/S0378-3758(98)00016-0zbMath0931.62015OpenAlexW1985362625WikidataQ127203458 ScholiaQ127203458MaRDI QIDQ1299429

Hira L. Koul, Winfried Stute

Publication date: 21 February 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00016-0

zbMATH Keywords

fractional Brownian motionasymptotically distribution freemarked empirical processpsi-residuals

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

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Nonparametric robust regression estimation for censored data, Asymptotic Distribution of Robust Estimator for Functional Nonparametric Models, Comparing two nonparametric regression curves in the presence of long memory in covariates and errors, Local M-estimator for nonparametric time series., A robust nonparametric estimation of the autoregression function under an ergodic hypothesis, How the instability of ranks under long memory affects large-sample inference, Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data, SiZer analysis for the comparison of time series, Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors, Distribution free goodness-of-fit tests for linear processes

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