✦ LIBER ✦

Nonparametric regression with long-memory errors

✍ Scribed by R.S. Deo

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 288 KB
Volume: 33
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00114-9

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✦ Synopsis

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.

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