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math.ST2011
Some results on random design regression with long memory errors and predictors
Rafal Kulik, Pawel Lorek
This paper studies nonparametric regression with long memory (LRD) errors and predictors. First, we formulate general conditions which guarantee the standard rate of convergence fo…
math.ST2011★ 2 cited
Empirical process of residuals for regression models with long memory errors
Pawel Lorek, Rafal Kulik
We consider the residual empirical process in random design regression with long memory errors. We establish its limiting behaviour, showing that its rates of convergence are diffe…