Randomized Fixed Design Regression under Long-Range-Dependent Errors

DOI10.1080/03610920701669769MaRDI QIDQ5457980zbMATH OpenOpenAlexFDO

Authors 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

randomizationkernel estimatorconvergence of momentslinear processPriestley-Chao estimatorlong- and short-range dependencesmoothing dichotomyrandom- and fixed-design regression

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)

Recommendations

• Using randomization to improve the performance of regression estimators under dependence
• Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average
• Using randomization to improve performance of a variance estimator of strongly dependent errors
• Random-design regression under long-range dependent errors
• Nonparametric regression with dependent errors

Cites work

• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Convergence of integrated processes of arbitrary Hermite rank
• Distant long-range dependent sums and regression estimation
• How to overcome the curse of long-memory errors
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Non-central limit theorems for non-linear functional of Gaussian fields
• Nonparametric regression with dependent errors
• Nonparametric regression with long-range dependence
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Random-design regression under long-range dependent errors

Cited in

(10)

• The smoothing dichotomy in nonparametric regression under long‐memory errors
• 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
• Using randomization to improve performance of a variance estimator of strongly dependent errors
• Some results on random design regression with long memory errors and predictors
• scientific article; zbMATH DE number 2148833 (Why is no real title available?)
• Contrasts under long-range correlations
• Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
• Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average

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Uses Software

• longmemo

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