On spline regression under Gaussian subordination with long memory

DOI10.1016/j.jmva.2010.09.007zbMath1327.62459OpenAlexW1966146562MaRDI QIDQ618157

Arno Weiershäuser, Jan Beran

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

zbMATH Keywords

long-range dependencespline regressionGaussian subordinationHermite rankchange pointtwo-phase regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) 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) General nonlinear regression (62J02)

Related Items (3)

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 ⋮ On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data

Uses Software

• longmemo

Cites Work

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