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

DOI10.1007/s10463-022-00826-6OpenAlexW3154469620WikidataQ114227660 ScholiaQ114227660MaRDI QIDQ2087407

Dette, Holger, 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

nonparametric regressionasymptotic equivalenceGauss-Markov processdependent errorstriangular kernel

Mathematics Subject Classification ID

Statistics (62-XX)

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