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.
β¦ LIBER β¦
Polynomial Trend Regression With Long-memory Errors
β Scribed by Hwai-Chung Ho; Nan-Jung Hsu
- Book ID
- 111039917
- Publisher
- John Wiley and Sons
- Year
- 2005
- Tongue
- English
- Weight
- 729 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0143-9782
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