Randomized Fixed Design Regression under Long-Range-Dependent Errors
DOI10.1080/03610920701669769zbMath1135.62324OpenAlexW2084732105MaRDI QIDQ5457980
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
randomizationlinear processkernel estimatorconvergence of momentsPriestley-Chao estimatorlong- and short-range dependencesmoothing dichotomyrandom- and fixed-design regression
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Uses Software
Cites Work
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- Convergence of integrated processes of arbitrary Hermite rank
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- How to overcome the curse of long-memory errors
- Nonparametric regression with dependent errors
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