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Volumn 10, Issue 3, 2000, Pages 771-787

The smoothing dichotomy in random-design regression with long-memory errors based on moving averages

Author keywords

Finite dimensional distributions; Kernel estimators; Long memory errors; Moving averages; Random design nonparametric regression; Smoothing dichotomy

Indexed keywords


EID: 0034412821     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (18)

References (10)
  • 1
    • 0000829711 scopus 로고
    • Noncentral limit theorems and Appell polynomials
    • Avram, F. and Taqqu, M. S. (1987). Noncentral limit theorems and Appell polynomials. Ann. Probab. 15, 767-775.
    • (1987) Ann. Probab. , vol.15 , pp. 767-775
    • Avram, F.1    Taqqu, M.S.2
  • 4
    • 0000658358 scopus 로고
    • Semiparametric estimation from time series with long-range dependence
    • Cheng, B. and Robinson, P. M. (1994). Semiparametric estimation from time series with long-range dependence. J. Econometrics 64, 335-353.
    • (1994) J. Econometrics , vol.64 , pp. 335-353
    • Cheng, B.1    Robinson, P.M.2
  • 5
    • 0000636656 scopus 로고    scopus 로고
    • Random-design regression under long-range dependent errors
    • Csörgö, S. and Mielniczuk, J. (1999). Random-design regression under long-range dependent errors. Bernoulli 5, 209-224.
    • (1999) Bernoulli , vol.5 , pp. 209-224
    • Csörgö, S.1    Mielniczuk, J.2
  • 6
    • 0345870197 scopus 로고
    • The inconsistency of kernel density estimates
    • Devroye, L. P. and Wagner, T. J. (1979). The inconsistency of kernel density estimates. Ann. Statist. 7, 1136-1139.
    • (1979) Ann. Statist. , vol.7 , pp. 1136-1139
    • Devroye, L.P.1    Wagner, T.J.2
  • 7
    • 0011081704 scopus 로고
    • On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
    • Hall, P., Lahiri, S. N. and Polzehl, J. (1995) On bandwidth choice in nonparametric regression with both short- and long-range dependent errors. Ann. Statist. 23, 1921-1936.
    • (1995) Ann. Statist. , vol.23 , pp. 1921-1936
    • Hall, P.1    Lahiri, S.N.2    Polzehl, J.3
  • 8
    • 0030500327 scopus 로고    scopus 로고
    • On the asymptotic expansion of the empirical process of long-memory moving averages
    • Ho, H.-C. and Hsing, T. (1996). On the asymptotic expansion of the empirical process of long-memory moving averages. Ann. Statist. 24, 992-1024.
    • (1996) Ann. Statist. , vol.24 , pp. 992-1024
    • Ho, H.-C.1    Hsing, T.2
  • 9
    • 0031325298 scopus 로고    scopus 로고
    • Limit theorems for functional of moving averages
    • Ho, H.-C. and Hsing, T. (1997). Limit theorems for functional of moving averages. Ann. Probab. 25, 1636-1669.
    • (1997) Ann. Probab. , vol.25 , pp. 1636-1669
    • Ho, H.-C.1    Hsing, T.2
  • 10
    • 0011134098 scopus 로고    scopus 로고
    • Long and short-range dependent sums of infinite-order moving averages and regression estimation
    • Mielniczuk, J. (1997). Long and short-range dependent sums of infinite-order moving averages and regression estimation. Acta Sci. Math. (Szeged) 63, 301-316.
    • (1997) Acta Sci. Math. (Szeged) , vol.63 , pp. 301-316
    • Mielniczuk, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.