Nonparametric regression under long-range dependent normal errors
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Publication:1906198
DOI10.1214/aos/1176324633zbMath0852.62035OpenAlexW2022881867MaRDI QIDQ1906198
Publication date: 12 November 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324633
white noise processfinite-dimensional distributionskernel regression estimatorsGumbel distributionsfixed-design regression modellong-range dependent normal errorsmaximal deviations
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Functional limit theorems; invariance principles (60F17)
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