Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors kernel dependent function, bandwidth selection.
| Year of publication: |
2003-01
|
|---|---|
| Authors: | Feng, Yuanhua |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Nonparametric regression | long memory | antipersistence | fractional difference |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 03-02 17 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005146725