Distant long-range dependent sums and regression estimation

DOI10.1016/0304-4149(95)00032-3zbMath0836.60002OpenAlexW2021968986MaRDI QIDQ1904540

Jan Mielniczuk, Sándor Csörgö

Publication date: 22 April 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00032-3

zbMATH Keywords

long-range dependenceasymptotic independencedelayed sumsnon-parametric regressionjoint weak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10)

Related Items

Asymptotic inference results for multivariate long‐memory processes, Nonparametric regression with heteroscedastic long memory errors, Nonparametric regression with long-memory errors, Weak convergence of multivariate fractional processes, A general asymptotic scheme for inference under order restrictions, Asymptotic theory for regression models with fractional local to unity root errors, Gaussian linear model selection in a dependent context, The increment ratio statistic, Randomized Fixed Design Regression under Long-Range-Dependent Errors, The smoothing dichotomy in nonparametric regression under long‐memory errors, Alternative forms of fractional Brownian motion

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