INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
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Publication:3652624
DOI10.1017/S0266466609990302zbMath1179.62129OpenAlexW2120022289MaRDI QIDQ3652624
Publication date: 15 December 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990302
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
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Cites Work
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- Nonparametric regression with long-range dependence
- Noncentral limit theorems for quadratic forms in random variables having long-range dependence
- Fixed design regression for time series: Asymptotic normality
- Large-sample inference for nonparametric regression with dependent errors
- Nonparametric regression under long-range dependent normal errors
- Robinson Cubes
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