Nonparametric regression with long-range dependence
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Publication:750048
DOI10.1016/0304-4149(90)90100-7zbMath0713.62048OpenAlexW1990635864MaRDI QIDQ750048
Publication date: 1990
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(90)90100-7
kernel estimatorslong-range dependenceoptimal convergence ratesautoregressionmoving averagefixed-design, nonparametric regressionregression mean estimatorstationary dependent errors
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
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