On local slope estimation in partial linear models under Gaussian subordination
From MaRDI portal
Publication:466527
DOI10.1016/j.jspi.2014.06.004zbMath1307.62113OpenAlexW2024189184MaRDI QIDQ466527
Publication date: 27 October 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.06.004
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (3)
On nonparametric regression for bivariate circular long-memory time series ⋮ A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ On estimating the marginal distribution of a detrended series with long memory
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric regression with long-range dependence
- Nonparametric regression with heteroscedastic long memory errors
- The empirical process of some long-range dependent sequences with an application to U-statistics
- On rapid change points under long memory
- Central limit theorems for non-linear functionals of Gaussian fields
- Convergence rates for partially splined models
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Random-design regression under long-range dependent errors
- SEMIFAR forecasts, with applications to foreign exchange rates.
- Fitting time series models to nonstationary processes
- Time series regression with long-range dependence
- Large-sample inference for nonparametric regression with dependent errors
- Estimation and testing in a partial linear regression model under long-memory dependence
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Nonparametric regression under long-range dependent normal errors
- The empirical process of a short-range dependent stationary sequence under Gaussian subordination
- Estimation of the dependence parameter in linear regression with long-range-dependent errors
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series
- Remarks on Some Nonparametric Estimates of a Density Function
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions
- CLT and other limit theorems for functionals of Gaussian processes
- Root-N-Consistent Semiparametric Regression
- Limit theorems for non-linear functionals of Gaussian sequences
- Weak and strong uniform consistency of kernel regression estimates
- Choice of bandwidth for kernel regression when residuals are correlated
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors
- Bandwidth selection for kernel regression with long-range dependent errors
- Testing in partial linear regression models with dependent errors
- Long-Memory Processes
- On Non-Parametric Estimates of Density Functions and Regression Curves
- Estimation of a Probability Density Function and Its Derivatives
- On Estimation of a Probability Density Function and Mode
- Nonparametric trend estimation in replicated time series
This page was built for publication: On local slope estimation in partial linear models under Gaussian subordination
