Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
| Year of publication: |
2002
|
|---|---|
| Authors: | Beran, Jan ; Feng, Yuanhua |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 2, p. 291-311
|
| Publisher: |
Springer |
| Subject: | Antipersistence | long-range dependence | local polynomial fitting | nonparametric regression | bandwidth selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616375