Influence of long memory on the asymptotic behaviour of functional estimators

DOI10.1016/S1631-073X(02)02458-5zbMath1004.62050OpenAlexW2059434111MaRDI QIDQ1854704

Philippe Vieu, Graciela Estevez-Perez

Publication date: 15 January 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02458-5

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• longmemo

Cites Work

• Unnamed Item
• Convergence rates in density estimation for data from infinite-order moving average processes
• Random approximations to some measures of accuracy in nonparametric curve estimation
• Asymptotic normality of regression estimators with long memory errors
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
• Fractional Brownian Motions, Fractional Noises and Applications

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