On estimation of nonparametric regression models with autoregressive and moving average errors

Forecasting: theory and practice

(2022) Fotios Petropoulos et al.   INTERNATIONAL JOURNAL OF FORECASTING

Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend

(2016) Qin Shao et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

On asymptotically optimal confidence regions and tests for high-dimensional models

(2014) Sara van de Geer et al.   ANNALS OF STATISTICS

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

(2013) Victor Chernozhukov et al.   ANNALS OF STATISTICS

Efficient inference for autoregressive coefficients in the presence of trends

(2012) D. Qiu et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Shrinkage estimation for linear regression with ARMA errors

(2012) Rongning Wu et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Autoregressive coefficient estimation in nonparametric analysis

(2011) Q. Shao et al.   JOURNAL OF TIME SERIES ANALYSIS

A Bernstein type inequality and moderate deviations for weakly dependent sequences

(2010) Florence Merlevède et al.   PROBABILITY THEORY AND RELATED FIELDS

Bandwidth selection for kernel regression with correlated errors

(2009) Young Kyung Lee et al.   STATISTICS

Asymptotic normality in partial linear models based on dependent errors

(2008) Han-Ying Liang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE