Fixed-design regression for linear time series

From MaRDI portal

Publication:5916402

Jump to:navigation, search

DOI10.1214/aos/1032526952zbMath0862.62069OpenAlexW1973650304MaRDI QIDQ5916402

B. Truong Van, George G. Roussas, Lanh Tat Tran, Sidney Yakowitz

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526952

zbMATH Keywords

fixed design linear time series discrete noise noisy observations martingale difference general linear process additive dependent noise

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

Related Items

Local polynomial regression smoothers with AR-error structure., Convergence properties for the partial sums of widely orthant dependent random variables under some integrable assumptions and their applications, Weighted version of strong law of large numbers for a class of random variables and its applications, Complete convergence for arrays of row-wise negatively superadditive-dependent random variables and its applications, Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors, Asymptotic normality of spline estimator when the errors are a linear stationary process, Nonparametric regression under dependent errors with infinite variance, The consistency for the estimator of nonparametric regression model based on martingale difference errors, Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models, On Fixed Design Regression for General Linear Processes, Uniform convergence of estimator for nonparametric regression with dependent data, A Berry-Esseen bound of wavelet estimation for a nonparametric regression model under linear process errors based on LNQD sequence, LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS, Exponential probability inequality for \(m\)-END random variables and its applications, Uniformly asymptotic normality of the weighted estimator in nonparametric regression model with \(\varphi\)-mixing errors, Maximal moment inequality for partial sums of strong mixing sequences and application, The mean consistency of the weighted estimator in the fixed design regression models based on m-END errors, Asymptotic theory for varying coefficient regression models with dependent data, On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and Its Applications, The asymptotic normality of the linear weighted estimator in nonparametric regression models, Complete consistency for the estimator of nonparametric regression model based on martingale difference errors, Complete moment convergence for m-END random variables with application to non-parametric regression models, Complete moment convergence for double-indexed randomly weighted sums and its applications, Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications, Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models, Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model, Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model, Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications, Strong consistency of regression function estimator with martingale difference errors, Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications, Weak and strong laws of large numbers for arrays of rowwise END random variables and their applications, Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations, Berry-Esseen bounds for wavelet estimator in a regression model with linear process errors, Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications, Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications, Complete convergence for maximum of weighted sums of WNOD random variables and its application, Limit behaviors of the estimator of non parametric regression model based on extended negatively dependent errors, On complete and complete moment convergence for weighted sums of ANA random variables and applications, Complete consistency of the estimator of nonparametric regression models based on \(\tilde{\rho}\)-mixing sequences, Strong convergence for weighted sums of widely orthant dependent random variables and applications, Laws of large numbers and complete convergence for WOD random variables and their applications, On estimation of nonparametric regression models with autoregressive and moving average errors, The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model, Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples., A general result on complete convergence for weighted sums of linear processes and its statistical applications, COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL, COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS, Gaussian linear model selection in a dependent context, Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models, Diagnostics for skew-normal nonlinear regression models with AR(1) errors, Hájek-Rényi-type inequality and strong law of large numbers for some dependent sequences, ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE, Nonparametric methods of inference for finite-state, inhomogeneous Markov processes, The strong consistency of the estimator of fixed-design regression model under negatively dependent sequences, Complete convergence for moving average process of martingale differences, Complete consistency of estimators for regression models based on extended negatively dependent errors, Mean integrated squared error of nonlinear wavelet-based estimators with long memory data, Asymptotic normality in partial linear models based on dependent errors, Prediction and nonparametric estimation for time series with heavy tails, Complete \(f\)-moment convergence for widely orthant dependent random variables and its application in nonparametric models, On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models, INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN, Functional CLT for nonstationary strongly mixing processes, On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions, Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(p, 0, 1) Random Errors, Empirical Likelihood for Nonparametric Models Under Linear Process Errors, Complete consistency of the estimator of nonparametric regression model under ND sequence, Complete \(q\)-th moment convergence and its statistical applications, Functional coefficient seasonal time series models with an application of Hawaii tourism data, Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications, Maximal inequalities for some dependent sequences and their applications, PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS, Complete moment convergence for m-ANA random variables and statistical applications, Strong convergence properties for weighted sums of \(m\)-asymptotic negatively associated random variables and statistical applications, On complete consistency for the estimator of nonparametric regression model based on asymptotically almost negatively associated errors, On consistency of wavelet estimator in nonparametric regression models, The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors, Complete convergence for weighted sums of END random variables and its application to nonparametric regression models, On complete consistency for the weighted estimator of nonparametric regression models, Bernstein-type inequality for widely dependent sequence and its application to nonparametric regression models, Asymptotic normality and mean consistency for the weighted estimator in nonparametric regression models, THE CONSISTENCY FOR THE WEIGHTED ESTIMATOR OF NON-PARAMETRIC REGRESSION MODEL BASED ON WIDELY ORTHANT-DEPENDENT ERRORS, Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models, Estimation of trend in state-space models: asymptotic mean square error and rate of convergence, Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences, A note on the complete consistency for the weighted linear estimator of nonparametric regression models, The Berry-Esseen bounds of the weighted estimator in a nonparametric regression model, Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments, Weak dependence beyond mixing and asymptotics for nonparametric regression, Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables, Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors, Complete f-moment convergence of moving average process and its application to nonparametric regression models

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5916402&oldid=14178522"