Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors

DOI10.1080/03610910600716324zbMath1093.62045OpenAlexW2059047051MaRDI QIDQ5481739

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Publication date: 10 August 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600716324

zbMATH Keywords

fractional Brownian motionpartial sum processMonte Carlo simulation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)

Related Items (4)

Comparing two nonparametric regression curves in the presence of long memory in covariates and errors ⋮ SiZer analysis for the comparison of time series ⋮ A local factor nonparametric test for trend synchronism in multiple time series ⋮ Testing for Trends in High-Dimensional Time Series

Uses Software

• longmemo

Cites Work

• Unnamed Item
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