Nonparametric regression with nearly integrated regressors under long-run dependence

DOI10.1111/ectj.12082OpenAlexW179693458MaRDI QIDQ5093951

Xin-Bing Kong, Zhi Liu, Bing-Yi Jing, Zong-Wu Cai

Publication date: 2 August 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12082

zbMATH Keywords

unit rootlocal timeOrnstein-Uhlenbeck fractional Brownian motion

Mathematics Subject Classification ID

Statistics (62-XX)

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