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Additive nonparametric regression with autocorrelated errors

โœ Scribed by Michael Smith; Chi-Ming Wong; Robert Kohn


Book ID
108547443
Publisher
Blackwell Publishing
Year
1998
Tongue
English
Weight
970 KB
Volume
60
Category
Article
ISSN
0952-8385

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Nonparametric regression with long-memor
โœ R.S. Deo ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 288 KB

The fixed design regression model with long-memory errors is considered. The finite-dimensional asymptotic distributions of the properly normalised kernel estimators of the regression function are shown to be normal when the errors are a linear process.