Asymptotic theory of nonlinear regression with long-range dependence

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)

zbMATH Keywords

consistencylong-range dependencenonlinear regressionlimiting distributionsasymptotic inferencevector parameterleast squares estimates

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) General nonlinear regression (62J02)

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