Asymptotic theory of nonlinear regression with long-range dependence
zbMATH Open1132.62338MaRDI QIDQ876775FDOQ876775
Authors: O. V. Ivanov, Nikolai N. Leonenko 
Publication date: 27 April 2007
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
consistencylong-range dependencenonlinear regressionlimiting distributionsasymptotic inferencevector parameterleast squares estimates
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cited In (16)
- Optimal experimental design and some related control problems
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
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- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
- Asymptotic optimal designs under long-range dependence error structure
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- An I(\(d\)) model with trend and cycles
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- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory
- Entropy-based correlated shrinkage of spatial random processes
- On spline regression under Gaussian subordination with long memory
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
- Nonparametric regression with long-range dependence
- Asymptotic Properties of Koenker–Bassett Estimator in Regression Model with Long-Range Dependence
- Semiparametric analysis of long-range dependence in nonlinear regression
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