More efficient local polynomial estimation in nonparametric regression with autocorrelated errors
Zhijie Xiao, Oliver Linton, Raymond J. Carroll, Enno Mammen
| Year of publication: |
2003
|
|---|---|
| Authors: | Xiao, Zhijie ; Linton, Oliver ; Carroll, Raymond J. ; Mammen, Enno |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 98.2003, 464, p. 980-992
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
Erscheint auch als (Online-Ausgabe):
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors, 2003
Persistent link: https://www.econbiz.de/10001975429