Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 66, No. 2 (2004), pp. 321-336 (16 pages) Semiparametric time series regression is often used without checking its ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

This is a preview. Log in through your library . Abstract This paper studies the random walk, in a general time series setting that allows for weakly dependent and heterogeneously distributed ...