Comparing two nonparametric regression curves in the presence of long memory in covariates and errors

DOI10.1007/s00184-019-00735-4zbMath1439.62192OpenAlexW2966677278MaRDI QIDQ2174527

Yanyan Li

Publication date: 21 April 2020

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-019-00735-4

zbMATH Keywords

nonparametric regressionrandom designlong memory processmarked empirical process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General theory of stochastic processes (60G07) Response surface designs (62K20)

Related Items (1)

Measuring, Testing, and Identifying Heterogeneity of Large Parallel Datasets

Uses Software

• longmemo

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An updated review of goodness-of-fit tests for regression models
• Semiparametric comparison of regression curves
• Efficient parameter estimation for self-similar processes
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Regression model fitting with long memory errors
• Central limit theorem for the empirical process of a linear sequence with long memory
• Comparing nonparametric versus parametric regression fits
• Asymptotic expansion of \(M\)-estimators with long-memory errors
• Nonparametric smoothing and lack-of-fit tests
• Large-sample inference for nonparametric regression with dependent errors
• Testing for the equality of two nonparametric regression curves
• Limit theorems for functionals of moving averages
• Testing for superiority among two regression curves
• Minimum distance regression model checking
• Testing the equality of nonparametric regression curves
• On the asymptotic expansion of the empirical process of long-memory moving averages
• Log-periodogram regression of time series with long range dependence
• Gaussian semiparametric estimation of long range dependence
• Comparison of non-parametric regression functions through their cumulatives
• Minimum distance lack-of-fit tests under long memory errors
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors
• Consistent estimation of the memory parameter for nonlinear time series
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• Tests for Hurst effect
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
• Comparison of Regression Curves Using Quasi-Residuals
• Long-Memory Processes
• Testing for Differences Between Conditional Means in a Time Series Context
• Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
• Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors
• The Invariance Principle for Stationary Processes
• Bootstrap Test for Difference Between Means in Nonparametric Regression

This page was built for publication: Comparing two nonparametric regression curves in the presence of long memory in covariates and errors