Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors

DOI10.1111/1467-842X.00099MaRDI QIDQ4935507zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, R. C. Wolff, Jiti Gao, Quang Tieng

Publication date 4 October 2001

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00099

zbMATH Keywords

change-pointslocal linear kernel regressionlong-range dependence

Mathematics Subject Classification ID

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

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Cited in

(4)

• Long-range dependent time series specification
• Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
• Kink estimation with correlated noise
• Local linear kernel estimation for discontinuous nonparametric regression functions

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