Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors
| Year of publication: |
2002-01
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|---|---|
| Authors: | Feng, Yuanhua |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Nonparametric regression | optimal convergence rate | long memory | antipersistence | inverse process |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 02-01 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005357901