Nonparametric regression with dependent errors

DOI10.2307/3318730zbMath1006.62041OpenAlexW2069316383MaRDI QIDQ5951613

Yuhong Yang

Publication date: 26 February 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://lib.dr.iastate.edu/stat_las_preprints/102

zbMATH Keywords

long-range dependent errorsminimax rate of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

Joint non-parametric estimation of mean and auto-covariances for Gaussian processes ⋮ NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE ⋮ On asymptotically optimal wavelet estimation of trend functions under long-range dependence ⋮ Kink estimation in stochastic regression with dependent errors and predictors ⋮ Nonparametric regression with correlated errors. ⋮ Bayesian time series regression with nonparametric modeling of autocorrelation ⋮ Minimax-rate adaptive nonparametric regression with unknown correlations of errors ⋮ Some results on random design regression with long memory errors and predictors ⋮ Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach ⋮ Randomized Fixed Design Regression under Long-Range-Dependent Errors ⋮ On nonparametric prediction of linear processes ⋮ Convergence rates of least squares regression estimators with heavy-tailed errors ⋮ Bootstrap testing for discontinuities under long-range dependence ⋮ Wavelet regression in random design with heteroscedastic dependent errors

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