Estimation and testing in a partial linear regression model under long-memory dependence

Bernoulli

Volumn 10, Issue 1, 2004, Pages 49-78

  Aneiros Pérez, Germán ^a   González Manteiga, Wenceslao ^b   Vieu, Philippe ^c  

^a UNIVERSITY OF A CORUÑA   (Spain)

^b UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^c CNRS   (France)

Author keywords

Hypothesis testing; Kernel smoothing; Long memory process; Partial linear models

Indexed keywords

EID: 33745184792     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1077544603     Document Type: Article

References (41)

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