Optimal convergence rates in non-parametric regression with fractional time series errors

DOI10.1111/j.1467-9892.2012.00811.xzbMath1274.62280OpenAlexW2147688554MaRDI QIDQ2852479

Yuanhua Feng, Jan Beran

Publication date: 9 October 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00811.x

zbMATH Keywords

long memorynonparametric regressionoptimal rate of convergenceantipersistence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Asymptotic theory for regression models with fractional local to unity root errors ⋮ Data-driven local polynomial for the trend and its derivatives in economic time series

Uses Software

• longmemo

Cites Work

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