Estimation and testing in a partial linear regression model under long-memory dependence
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Publication:1431543
DOI10.3150/bj/1077544603zbMath1040.62028OpenAlexW2027207124MaRDI QIDQ1431543
Germán Aneiros-Pérez, Philippe Vieu, Wenceslao González Manteiga
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1077544603
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic properties of parametric tests (62F05)
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