On local slope estimation in partial linear models under Gaussian subordination
From MaRDI portal
(Redirected from Publication:466527)
Recommendations
- scientific article; zbMATH DE number 6795033
- Estimation and testing in a partial linear regression model under long-memory dependence
- Profile least squares estimation of a partially linear time trend model with weakly dependent data
- Local polynomial estimation in partial linear regression models under dependence
- Asymptotic normality in partial linear models based on dependent errors
Cites work
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 1284881 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 3222478 (Why is no real title available?)
- An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
- Bandwidth selection for kernel regression with long-range dependent errors
- CLT and other limit theorems for functionals of Gaussian processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Choice of bandwidth for kernel regression when residuals are correlated
- Convergence of integrated processes of arbitrary Hermite rank
- Convergence rates for partially splined models
- Estimation and testing in a partial linear regression model under long-memory dependence
- Estimation of a Probability Density Function and Its Derivatives
- Estimation of the dependence parameter in linear regression with long-range-dependent errors
- Fitting time series models to nonstationary processes
- Large sample inference for long memory processes
- Large-sample inference for nonparametric regression with dependent errors
- Limit theorems for non-linear functionals of Gaussian sequences
- Long-memory processes. Probabilistic properties and statistical methods
- Non-central limit theorems for non-linear functional of Gaussian fields
- Nonparametric regression under long-range dependent normal errors
- Nonparametric regression with heteroscedastic long memory errors
- Nonparametric regression with long-range dependence
- Nonparametric trend estimation in replicated time series
- On Estimation of a Probability Density Function and Mode
- On Non-Parametric Estimates of Density Functions and Regression Curves
- On rapid change points under long memory
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Random-design regression under long-range dependent errors
- Remarks on Some Nonparametric Estimates of a Density Function
- Root-N-Consistent Semiparametric Regression
- Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
- SEMIFAR forecasts, with applications to foreign exchange rates.
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Testing in partial linear regression models with dependent errors
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- The empirical process of some long-range dependent sequences with an application to U-statistics
- Time series regression with long-range dependence
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- Weak and strong uniform consistency of kernel regression estimates
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Weak convergence to fractional brownian motion and to the rosenblatt process
Cited in
(4)- On estimating the marginal distribution of a detrended series with long memory
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
- On nonparametric regression for bivariate circular long-memory time series
- Local linear estimation in partly linear models
This page was built for publication: On local slope estimation in partial linear models under Gaussian subordination
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q466527)
