The smoothing dichotomy in nonparametric regression under long‐memory errors

2002 ◽  
Vol 56 (2) ◽  
pp. 132-142
Author(s):  
Sándor Csörgő
Keyword(s):  
Nonparametric Regression ◽  
Long Memory ◽  
Memory Errors

scholarly journals On nonparametric regression for bivariate circular long-memory time series

2021 ◽  
Author(s):  
Jan Beran ◽  
Britta Steffens ◽  
Sucharita Ghosh
Keyword(s):  
Time Series ◽  
Nonparametric Regression ◽  
Long Range ◽  
Long Memory ◽  
Regression Function ◽  
Confidence Bands ◽  
Long Range Dependence ◽  
Asymptotic Results ◽  
Memory Time ◽  
Circular Time Series

AbstractWe consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.

scholarly journals Minimum distance lack-of-fit tests under long memory errors

Metrika ◽  
2014 ◽  
Vol 78 (2) ◽  
pp. 119-143 ◽  
Author(s):  
Hira L. Koul ◽  
Donatas Surgailis ◽  
Nao Mimoto
Keyword(s):  
Long Memory ◽  
Minimum Distance ◽  
Memory Errors ◽  
Lack Of Fit ◽  
Lack Of Fit Tests

scholarly journals On robust local polynomial estimation with long-memory errors

2002 ◽  
Vol 18 (2) ◽  
pp. 227-241 ◽  
Author(s):  
Jan Beran ◽  
Yuanhua Feng ◽  
Sucharita Ghosh ◽  
Philipp Sibbertsen
Keyword(s):  
Long Memory ◽  
Memory Errors ◽  
Local Polynomial ◽  
Local Polynomial Estimation ◽  
Polynomial Estimation
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