The smoothing dichotomy in nonparametric regression under long‐memory errors

DOI10.1111/1467-9574.00188zbMath1076.62519OpenAlexW2139538576MaRDI QIDQ4469548

Sándor Csörgö

Publication date: 15 June 2004

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00188

Mathematics Subject Classification ID

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

Related Items (1)

How the instability of ranks under long memory affects large-sample inference

Uses Software

• longmemo

Cites Work

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• On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
• On bandwidth choice for density estimation with dependent data

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