Randomized Fixed Design Regression under Long-Range-Dependent Errors

DOI10.1080/03610920701669769zbMath1135.62324OpenAlexW2084732105MaRDI QIDQ5457980

Artur Bryk, Jan Mielniczuk

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

zbMATH Keywords

randomizationlinear processkernel estimatorconvergence of momentsPriestley-Chao estimatorlong- and short-range dependencesmoothing dichotomyrandom- and fixed-design regression

Mathematics Subject Classification ID

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

Uses Software

• longmemo

Cites Work

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• Nonparametric regression with long-range dependence
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Random-design regression under long-range dependent errors
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Distant long-range dependent sums and regression estimation
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• How to overcome the curse of long-memory errors
• Nonparametric regression with dependent errors

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