One of the main practical problems of nonparametric regression estimation is the curse of dimensionality. The curse of dimensionality arises because nonparametric regression estimates are dependent variable averages local to the point at which the regression function is to be estimated. The...

In this paper the asymptotic properties of ARMA processes with complex- conjugate unit roots in the AR lag polynomial are studied. These processes behave quite differently from processes with a single root equal to 1. In particular, the asymptotic properties of a standardized version of the...