Large-sample inference for nonparametric regression with dependent errors
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References listed on IDEAS
- Csörgo, Sándor & Mielniczuk, Jan, 1995. "Distant long-range dependent sums and regression estimation," Stochastic Processes and their Applications, Elsevier, vol. 59(1), pages 143-155, September.
- Andrew Harvey (ed.), 1994. "Time Series," Books, Edward Elgar Publishing, volume 0, number 599, June.
- Hall, Peter & Hart, Jeffrey D., 1990. "Nonparametric regression with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 36(2), pages 339-351, December.
- Roussas, George G. & Tran, Lanh T. & Ioannides, D. A., 1992. "Fixed design regression for time series: Asymptotic normality," Journal of Multivariate Analysis, Elsevier, vol. 40(2), pages 262-291, February.
- Robinson, P M, 1993. "Highly Insignificant F-Ratios," Econometrica, Econometric Society, vol. 61(3), pages 687-696, May.
- Deo, R. S., 1997. "Nonparametric regression with long-memory errors," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 89-94, April.
More about this item
KeywordsCentral limit theorem; nonparametric regression; autocorrelation; long range dependence. AMS 1991 subject classifications : Primary 62G07; 60G18; secondary 62G20.;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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