This paper summarizes recent developments in non- and semiparametric regression with stationary fractional time series errors, where the error process may be short-range, long-range dependent or antipersistent. The trend function in this model is estimated nonparametrically, while the dependence...

In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. For selecting the bandwidth, the proposal of Beran and Feng (1999) based...

An attractive nonparametric method to detect change-points sequentially is to apply control charts based on kernel smoothers. Recently, the strong convergence of the associated normed delay associated with such a sequential stopping rule has been studied under sequences of out-of-control models....