Orthogonal series regression estimation under long-range dependent errors
Waldemar Popiński (2001)
Applicationes Mathematicae
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This paper is concerned with general conditions for convergence rates of nonparametric orthogonal series estimators of the regression function. The estimators are obtained by the least squares method on the basis of an observation sample , i=1,...,n, where are independently chosen from a distribution with density ϱ ∈ L¹(A) and are zero mean stationary errors with long-range dependence. Convergence rates of the error for the estimator , constructed using an orthonormal system...