Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150162 | Journal of Statistical Planning and Inference | 2007 | 26 Pages |
Abstract
This paper discusses the estimation of regression and variance functions in nonparametric heteroscedastic regression models with long memory moving average errors and uniform nonrandom design on the unit interval. The consistency and the finite dimensional weak convergence of these estimators are established. For the regression function estimators, the asymptotic normality is established for all values of the long memory parameter 12
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Hongwen Guo, Hira L. Koul,