Pages that link to "Item:Q1129435"

The following pages link to Asymptotic normality of regression estimators with long memory errors (Q1129435):

Displaying 45 items.

• Mildly explosive autoregression under weak and strong dependence (Q527993) (← links)
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
• Marginal density estimation for linear processes with cyclical long memory (Q553086) (← links)
• Berry-Esseen bounds for kernel estimates of stationary processes (Q619800) (← links)
• Nonparametric density estimation for linear processes with infinite variance (Q730761) (← links)
• Lack of fit test for long memory regression models (Q779683) (← links)
• Asymptotic theory for curve-crossing analysis (Q886113) (← links)
• Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
• Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
• Goodness-of-fit testing under long memory (Q993816) (← links)
• Regression model fitting with long memory errors (Q1299429) (← links)
• Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
• Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427) (← links)
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data (Q1380630) (← links)
• Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. (Q1424465) (← links)
• Asymptotic properties of the \(M\)-estimates of parameters in a nonlinear regression model with discrete time and singular spectrum (Q1729565) (← links)
• Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
• Asymptotics of estimates in constrained nonlinear regression with long-range dependent innova\-tions (Q1768125) (← links)
• Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
• Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
• Influence of long memory on the asymptotic behaviour of functional estimators (Q1854704) (← links)
• Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
• The change-point problem for dependent observations (Q1923424) (← links)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors (Q1934479) (← links)
• Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
• Template matching with ranks (Q2108471) (← links)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory (Q2181556) (← links)
• On the empirical process of tempered moving averages (Q2216974) (← links)
• Minimum distance lack-of-fit tests under long memory errors (Q2256084) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Empirical process of residuals for regression models with long memory errors (Q2452780) (← links)
• Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069) (← links)
• Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
• Super optimal rates for nonparametric density estimation via projection estimators (Q2485852) (← links)
• A note on quantile estimation for long-range dependent stochastic processes (Q2489826) (← links)
• On location estimation for LARCH processes (Q2507743) (← links)
• On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
• A goodness-of-fit test for marginal distribution of linear random fields with long memory (Q2634241) (← links)
• Moment estimator for an AR(1) model driven by a long memory Gaussian noise (Q2676893) (← links)
• ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
• Asymptotic properties of $M$-estimators of parameters of a nonlinear regression model with a random noise whose spectrum is singular (Q2960455) (← links)
• Nonparametric estimation for dependent data (Q3106417) (← links)
• ON <i>M</i>‐Estimation Under Long‐Range Dependence in Volatility (Q5430495) (← links)
• Polynomial Trend Regression With Long‐memory Errors (Q5467606) (← links)
• On the integrated mean squared error of wavelet density estimation for linear processes (Q6166014) (← links)