Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes

DOI10.1007/S10463-022-00826-6MaRDI QIDQ2087407zbMATH OpenOpenAlexWikidataFDO

Authors Holger Dette, Martin H. Kroll

Publication date 20 October 2022

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.09485

zbMATH Keywords

asymptotic equivalencedependent errorsGauss-Markov processnonparametric regressiontriangular kernel

Mathematics Subject Classification ID

Statistics (62-XX)

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• Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes

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