Nonparametric regression with long-range dependence

DOI10.1016/0304-4149(90)90100-7zbMATH Open0713.62048OpenAlexW1990635864MaRDI QIDQ750048FDOQ750048

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

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Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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Convergence rates in density estimation for data from infinite-order moving average processes
On the Lack of a Uniformly Consistent Sequence of Estimators of a Density Function in Certain Cases

Cited In (89)

Nonparametric regression under dependent errors with infinite variance
On estimating the marginal distribution of a detrended series with long memory
Improved model selection method for a regression function with dependent noise
Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation
Semiparametric regression under long-range dependent errors.
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models
Central limit theorems for nonparametric estimators with real-time random variables
On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
Minimax-rate adaptive nonparametric regression with unknown correlations of errors
On asymptotically optimal wavelet estimation of trend functions under long-range dependence
Nonparametric regression with correlated errors.
Local linear regression estimation under long-range dependence: strong consistency and rates
On two sample inference for eigenspaces in functional data analysis with dependent errors
Nonparametric estimation under long memory dependence
SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
A Review of Nonparametric Time Series Analysis
Kink estimation in stochastic regression with dependent errors and predictors
Randomized Fixed Design Regression under Long-Range-Dependent Errors
Nonparametric regression with dependent errors
Asymptotic theory for nonparametric regression with spatial data
Mean integrated squared error of nonlinear wavelet-based estimators with long memory data
Some results on random design regression with long memory errors and predictors
Nonparametric trend estimation in replicated time series
Consistency of the regression estimator with functional data under long memory conditions
Nonparametric regression for dependent data in the errors-in-variables problem
Estimation of the trend function for spatio-temporal models
Nonparametric estimation of a regression function with dependent observations
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Function estimation via wavelet shrinkage for long-memory data
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Nonparametric regression with long-memory errors
Model and variable selection procedures for semiparametric time series regression
Local linear M-estimation for spatial processes in fixed-design models
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Wavelet-based estimators of mean regression function with long memory data
Nonparametric regression under long-range dependent normal errors
Effect of dependence on stochastic measures of accuracy of density estimators
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
Nonparametric regression estimation for random fields in a fixed-design
Long memory versus structural breaks: an overview
On local slope estimation in partial linear models under Gaussian subordination
On spline regression under Gaussian subordination with long memory
Orthogonal series regression estimation under long-range dependent errors
On estimation of mean and covariance functions in repeated time series with long-memory errors
Estimation of the density of regression errors
Bootstrap testing for discontinuities under long-range dependence
Nonparametric regression with heteroscedastic long memory errors
On rapid change points under long memory
Asymptotic equivalence for regression under fractional noise
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
Distant long-range dependent sums and regression estimation
Sieve bootstrap for smoothing in nonstationary time series
SEMIFAR forecasts, with applications to foreign exchange rates.
Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
Bandwidth selection in nonparametric regression with general errors
Title not available (Why is that?)
On the minimax optimality of block thresholded wavelet estimators with long memory data
Prediction and nonparametric estimation for time series with heavy tails
Some automated methods of smoothing time-dependent data
Wavelet-based estimators of multivariable mean regression function with long-memory data
Bayesian time series regression with nonparametric modeling of autocorrelation
A note on quantile estimation for long-range dependent stochastic processes
Optimal estimation of the mean function based on discretely sampled functional data: phase transition
On parameter estimation for locally stationary long-memory processes
The smoothing dichotomy in nonparametric regression under long‐memory errors
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates
Non-parametric estimation under strong dependence
Surface estimation under local stationarity
INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
Change-Point Estimation in Long Memory Nonparametric Models with Applications
Non-parametric smoothing and prediction for nonlinear circular time series
Asymptotic theory for regression models with fractional local to unity root errors
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
A note on block-thresholded wavelet estimators with correlated noise
On rate-optimal nonparametric wavelet regression with long memory moving average errors
Generalized Cauchy model of sea level fluctuations with long-range dependence
Local linear extrapolation
Optimal convergence rates in non-parametric regression with fractional time series errors
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Local block bootstrap inference for trending time series
Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
Binned modified cross–validation with dependent errors
On the asymptotic variance in nonparametric regression with fractional time-series errors
Gaussian linear model selection in a dependent context
Testing for the expected number of exceedances in strongly dependent seasonal time series
On local trigonometric regression under dependence
Bayesian semiparametric long memory models for discretized event data
Nonparametric estimation for dependent data

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