Large-sample inference for nonparametric regression with dependent errors
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Publication:1374227
DOI10.1214/aos/1069362387zbMath0882.62039OpenAlexW2012447722MaRDI QIDQ1374227
Publication date: 2 December 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362387
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18)
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