Empirical process of residuals for regression models with long memory errors

DOI10.1016/j.spl.2013.11.018zbMath1288.62128arXiv1102.4368MaRDI QIDQ2452780

Rafał Kulik, Paweł Lorek

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.4368

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62K99: Design of statistical experiments

Related Items

Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory

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