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Nonparametric regression with martingale increment errors

✍ Scribed by Sylvain Delattre; Stéphane Gaïffas

Book ID
113914784
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
320 KB
Volume
121
Category
Article
ISSN
0304-4149

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✍ R.S. Deo 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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.