Long-range dependent time series specification
type: Item
instance of: scholarly article
title: Long-range dependent time series specification
zbMATH Open document ID: 1280.62105
DOI: 10.3150/12-BEJ427
author: Qiying Wang
author: Jiying Yin
author: Jiti Gao
published in: Bernoulli
publication date: 2014-02-04T00:00:00Z
full work available at URL: https://arxiv.org/abs/1312.2788
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6254540
zbMATH Keywords: central limit theorem
zbMATH Keywords: Gaussian processes
zbMATH Keywords: linear processes
zbMATH Keywords: long-range dependence
zbMATH Keywords: parametric time series regression
zbMATH Keywords: specification testing
describes a project that uses: longmemo
MaRDI profile type: MaRDI publication profile
arXiv ID: 1312.2788
cites work: Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28--30, 1997
cites work: Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
cites work: On bilinear forms in Gaussian random variables and Toeplitz matrices
cites work: Q4865042
cites work: Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
cites work: Bootstraps for time series
cites work: An adaptive empirical likelihood test for parametric time series regression models
cites work: Q4839936
cites work: Semiparametric estimation from time series with long-range dependence
cites work: Random-design regression under long-range dependent errors
cites work: The Invariance Principle for Stationary Processes
cites work: Noncentral limit theorems for quadratic forms in random variables having long-range dependence
cites work: Central limit theorems for quadratic forms in random variables having long-range dependence
cites work: Bootstrap of kernel smoothing in nonlinear time series
cites work: Bandwidth Selection in Nonparametric Kernel Testing
cites work: Semiparametric estimation and testing of the trend of temperature series
cites work: Estimation in semiparametric spatial regression
cites work: SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
cites work: A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
cites work: Limit theorems for bivariate Appell polynomials. I: Central limit theorems
cites work: Nonparametric regression with heteroscedastic long memory errors
cites work: Asymptotic inference in some heteroscedastic regression models with long memory design and errors
cites work: On blocking rules for the bootstrap with dependent data
cites work: Comparing nonparametric versus parametric regression fits
cites work: Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
cites work: NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
cites work: On the asymptotic expansion of the empirical process of long-memory moving averages
cites work: Limit theorems for functionals of moving averages
cites work: Q4407602
cites work: On weighted \(U\)-statistics for stationary processes.
cites work: Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors
cites work: Q3428623
cites work: A simple consistent bootstrap test for a parametric regression function
cites work: Q4660382
cites work: Edgeworth Expansions for Semiparametric Averaged Derivatives
cites work: The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*
cites work: Gaussian semiparametric estimation of long range dependence
cites work: Large-sample inference for nonparametric regression with dependent errors
cites work: Time series regression with long-range dependence
cites work: NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
cites work: Confidence bands in nonparametric time series regression
description: scientific article