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Activity Number: 290 - Big Data in Time Series and Spatial Data Analysis: Theory and Applications
Type: Topic Contributed
Date/Time: Tuesday, July 30, 2019 : 8:30 AM to 10:20 AM
Sponsor: Royal Statistical Society
Abstract #304841
Title: Nonparametric Regression Under Semi-Long Range Dependence
Author(s): Farzad Sabzikar*
Companies: Iowa State University
Keywords: 60F17; 60G22

This talks presents the asymptotic theory for parametric and nonparametric regression theory when the errors are tempered linear processes. The limiting results involve a two parameter Gaussian stochastic process which is called tempered fractional Brownain motion of the second kind (TFBM II). The increments of TFBM II have semi-long memory. To establish the theory, we discuss the convergence of weighted sums of tempered linear processes for an appropriate class of functions based on tempered fractional calculus.

Authors who are presenting talks have a * after their name.

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