Local linear regression estimation under long-range dependence: strong consistency and rates

DOI10.1109/18.959266MaRDI QIDQ4544729zbMATH OpenOpenAlexFDO

Authors Elias Masry

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

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(13)

• Nonparametric regression under dependent errors with infinite variance
• Wavelet regression in random design with heteroscedastic dependent errors
• Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
• Non-parametric estimation under strong dependence
• Local linear estimating equations: uniform consistency and rate of convergence
• The nonparametric estimation of long memory spatio-temporal random field models
• Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
• Local linear regression estimation for time series with long-range dependence
• M-estimation in nonparametric regression under strong dependence and infinite variance
• Orthogonal series regression estimation under long-range dependent errors
• Local linear estimation for regression models with locally stationary long memory errors
• Consistency of the regression estimator with functional data under long memory conditions
• On sufficient conditions for the consistency of local linear kernel estimators

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