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