NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE

DOI10.1111/jtsa.12044zbMath1301.62044WikidataQ33882272 ScholiaQ33882272MaRDI QIDQ2933187

Zhibiao Zhao, Yiyun Zhang, Run-Ze Li

Publication date: 10 December 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4092009

zbMATH Keywords

time series; long-range dependence; nonparametric regression; short-range dependence; differencing

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

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

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation