On spline regression under Gaussian subordination with long memory

DOI10.1016/J.JMVA.2010.09.007zbMATH Open1327.62459OpenAlexW1966146562MaRDI QIDQ618157FDOQ618157

Authors: Jan Beran, Arno Weiershäuser 

Publication date: 14 January 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.09.007

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zbMATH Keywords

change pointlong-range dependencespline regressionGaussian subordinationHermite ranktwo-phase regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09)

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Cited In (5)

• On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
• Adaptive Inference in Heteroscedastic Fractional Time Series Models
• On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
• Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
• How the instability of ranks under long memory affects large-sample inference

Uses Software

• longmemo

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