Asymptotic theory of nonlinear regression with long-range dependence
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Publication:876775
zbMath1132.62338MaRDI QIDQ876775
Nikolai N. Leonenko, Alexander V. Ivanov
Publication date: 27 April 2007
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
consistency; long-range dependence; nonlinear regression; limiting distributions; asymptotic inference; vector parameter; least squares estimates
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62J02: General nonlinear regression
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