Local linear regression estimation under long-range dependence: strong consistency and rates
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Publication:4544729
DOI10.1109/18.959266zbMath1008.62579OpenAlexW2141712353MaRDI QIDQ4544729
Publication date: 4 August 2002
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.959266
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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On sufficient conditions for the consistency of local linear kernel estimators ⋮ Consistency of the regression estimator with functional data under long memory conditions ⋮ Nonparametric methods of inference for finite-state, inhomogeneous Markov processes ⋮ M-estimation in nonparametric regression under strong dependence and infinite variance ⋮ Wavelet regression in random design with heteroscedastic dependent errors
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