The smoothing dichotomy in nonparametric regression under long‐memory errors
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Cites work
- Asymptotic normality of regression estimators with long memory errors
- Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics
- Distant long-range dependent sums and regression estimation
- scientific article; zbMATH DE number 88843 (Why is no real title available?)
- scientific article; zbMATH DE number 1211743 (Why is no real title available?)
- Large-sample inference for nonparametric regression with dependent errors
- Local linear regression estimation for time series with long-range dependence
- M-estimators in linear models with long range dependent errors
- Nonparametric regression with long-memory errors
- Nonparametric regression with long-range dependence
- On bandwidth choice for density estimation with dependent data
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
- On central and non-central limit theorems in density estimation for sequences of long-range dependence
- On the asymptotic expansion of the empirical process of long-memory moving averages
- On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
- Semiparametric estimation from time series with long-range dependence
- Time series regression with long-range dependence
Cited in
(3)- Smoothing dichotomy in randomized fixed-design regression with strongly dependent errors based on a moving average
- Asymptotics for the smoothing cubic spline estimate in a longitudinal regression model with random process noise.
- How the instability of ranks under long memory affects large-sample inference
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