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Nonparametric regression with long-range dependence

✍ Scribed by Peter Hall; Jeffrey D. Hart


Book ID
107950368
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
708 KB
Volume
36
Category
Article
ISSN
0304-4149

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Nonparametric regression with long-memor
✍ R.S. Deo πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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.