Random-design regression under long-range dependent errors

DOI10.2307/3318432MaRDI QIDQ1290372zbMATH OpenOpenAlexFDO

Publication date 18 October 2000

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1173147903

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

Recommendations

Randomized Fixed Design Regression under Long-Range-Dependent Errors
Some results on random design regression with long memory errors and predictors
scientific article; zbMATH DE number 418915
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
Asymptotic optimal designs under long-range dependence error structure
Estimation of the dependence parameter in linear regression with long-range-dependent errors
On the design of regression experiments with dependent errors

Cited in

(31)

Kink estimation in stochastic regression with dependent errors and predictors
Using randomization to improve performance of a variance estimator of strongly dependent errors
On local slope estimation in partial linear models under Gaussian subordination
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
scientific article; zbMATH DE number 2148833 (Why is no real title available?)
Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
On rate-optimal nonparametric wavelet regression with long memory moving average errors
Wavelet regression in random design with heteroscedastic dependent errors
On spline regression under Gaussian subordination with long memory
Asymptotic properties of nonparametric regression for long memory random fields
Random design analysis of ridge regression
On asymptotically optimal wavelet estimation of trend functions under long-range dependence
Regression Analysis with a Stochastic Design Variable
Non-parametric estimation under strong dependence
The limit theorems for a previous \(k\)-sum dependent model
Nonparametric estimation for dependent data
Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
How the instability of ranks under long memory affects large-sample inference
On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data
Some results on random design regression with long memory errors and predictors
Local linear regression estimation for time series with long-range dependence
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
Using randomization to improve the performance of regression estimators under dependence
On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
Long-range dependent time series specification
Local linear estimation for regression models with locally stationary long memory errors
Local time of an Ornstein–Uhlenbeck particle
Change-Point Estimation in Long Memory Nonparametric Models with Applications
Randomized Fixed Design Regression under Long-Range-Dependent Errors
Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors

This page was built for publication: Random-design regression under long-range dependent errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1290372)