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Chan, Ngai; Zhang, Rongmao - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 391-411

Persistent link: https://www.econbiz.de/10004999522

Nonparametric Density Estimation for a Long-Range Dependent Linear Process

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 52 (2000) 4, pp. 599-611

Persistent link: https://www.econbiz.de/10005169198

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

Wang, Lihong - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 251-264

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On Estimating the Cumulant Generating Function of Linear Processes

Ghosh, Sucharita; Beran, Jan - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 53-71

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Mean Integrated Squared Error of Nonlinear Wavelet-based Estimators with Long Memory Data

Li, Linyuan; Xiao, Yimin - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 299-324

Persistent link: https://www.econbiz.de/10005616118

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

Beran, Jan; Feng, Yuanhua - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 291-311

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Nonparametric estimation of conditional medians for linear and related processes

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 62 (2010) 6, pp. 995-1021

Persistent link: https://www.econbiz.de/10008775933

Semiparametric spatio-temporal covariance models with the ARMA temporal margin

Ma, Chunsheng - In: Annals of the Institute of Statistical Mathematics 57 (2005) 2, pp. 221-233

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Nonparametric quantile regression with heavy-tailed and strongly dependent errors

Honda, Toshio - In: Annals of the Institute of Statistical Mathematics 65 (2013) 1, pp. 23-47

We consider nonparametric estimation of the conditional qth quantile for stationary time series. We deal with stationary time series with strong time dependence and heavy tails under the setting of random design. We estimate the conditional qth quantile by local linear regression and investigate...

Persistent link: https://www.econbiz.de/10010634437

Semiparametric estimation of the long-range parameter

Hidalgo, J.; Yajima, Y. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 705-736

Persistent link: https://www.econbiz.de/10005760197