scientific article; zbMATH DE number 2123865

MaRDI QIDQ4831350zbMATH OpenFDO

Authors Jan G. De Gooijer, Ali Gannoun, Irène Larramendy

Publication date 29 December 2004

zbMATH Keywords

asymptotic normalitytime seriescorrelated errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Fixed design regression for time series: Asymptotic normality
• Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors
• Consistent estimation of a general nonparametric regression function in time series
• Regression models with time series errors
• On fixed design regression for general linear processes

Cited in

(3)

• A resampling method for regression models with serially correlated errors
• Asymptotic Properties of the ISE in Nonparametric Regressions with Serially Correlated Errors
• Inference on a regression model with noised variables and serially correlated errors

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