Randomized Fixed Design Regression under Long-Range-Dependent Errors
DOI10.1080/03610920701669769zbMATH Open1135.62324OpenAlexW2084732105MaRDI QIDQ5457980FDOQ5457980
Publication date: 10 April 2008
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701669769
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randomizationkernel estimatorconvergence of momentslinear processPriestley-Chao estimatorlong- and short-range dependencesmoothing dichotomyrandom- and fixed-design regression
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- Nonparametric regression with long-range dependence
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- Convergence of integrated processes of arbitrary Hermite rank
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Non-central limit theorems for non-linear functional of Gaussian fields
- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Random-design regression under long-range dependent errors
- Nonparametric regression with dependent errors
- Distant long-range dependent sums and regression estimation
- How to overcome the curse of long-memory errors
Cited In (8)
- Fixed-design regression estimation based on real and artificial data
- Using randomization to improve the performance of regression estimators under dependence
- Random-design regression under long-range dependent errors
- Some results on random design regression with long memory errors and predictors
- Title not available (Why is that?)
- Contrasts under long-range correlations
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
- The smoothing dichotomy in nonparametric regression under long‐memory errors
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