Nonparametric regression with heteroscedastic long memory errors

DOI10.1016/j.jspi.2006.01.016zbMath1112.62034OpenAlexW2091963265MaRDI QIDQ861203

Hongwen Guo, Hira L. Koul

Publication date: 9 January 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.01.016

zbMATH Keywords

nonparametric residualslocal whittlemoving average errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Uses Software

• longmemo

Cites Work

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