Semiparametric regression under long-range dependent errors.

DOI10.1016/S0378-3758(98)00241-9zbMath1045.62514WikidataQ128012410 ScholiaQ128012410MaRDI QIDQ1304373

V. V. Anh, J. T. Gao

Publication date: 1999

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

zbMATH Keywords

Semiparametric regressionLong-range dependenceOptimal convergence rateOptimal truncation parameter selectionsmall alpha, Greek-mixing

Mathematics Subject Classification ID

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

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Uses Software

• longmemo

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