Publication:4660382
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zbMath1060.62046MaRDI QIDQ4660382
Publication date: 21 March 2005
linear process; martingale central limit theorem; kernel regression estimators; long- and short-range dependence; random-design regression
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
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