Asymptotics of estimators for nonparametric multivariate regression models with long memory

DOI10.1007/s11766-019-3518-3zbMath1449.62092OpenAlexW2996901790WikidataQ126468896 ScholiaQ126468896MaRDI QIDQ2181556

Lihong Wang, Ming Wang

Publication date: 19 May 2020

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-019-3518-3

zbMATH Keywords

local linear estimationadditive modellong memory time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• longmemo

Cites Work

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