Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors

DOI10.1111/1467-842X.00099zbMath0969.62027OpenAlexW1498770183MaRDI QIDQ4935507

V. V. Anh, Rodney Carl Wolff, J. T. Gao, Quang Minh Tieng

Publication date: 4 October 2001

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00099

zbMATH Keywords

long-range dependencechange-pointslocal linear kernel regression

Mathematics Subject Classification ID

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

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Long-range dependent time series specification ⋮ Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions

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