Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors
| Year of publication: |
2007-01-16
|
|---|---|
| Authors: | Feng, Yuanhua ; Beran, Jan |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Optimal rate of convergence | nonparametric regression | long memory | antipersistence |
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