Asymptotic theory of nonlinear regression with long-range dependence

MaRDI QIDQ876775zbMATH OpenFDO

Authors O. V. Ivanov, Nikolai N. Leonenko

Publication date 27 April 2007

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

consistencylong-range dependencenonlinear regressionlimiting distributionsasymptotic inferencevector parameterleast squares estimates

Mathematics Subject Classification ID

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)

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(17)

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• Optimization in constrained regression models with long-range dependence
• 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
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• 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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