Optimal convergence rates in nonparametric regression with fractional time series errors
| Year of publication: |
2007
|
|---|---|
| Authors: | Feng, Yuanhua ; Beran, Jan |
| Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
| Subject: | Optimal rate of convergence | nonparametric regression | long memory | antipersistence |
| Series: | CoFE Discussion Paper ; 07/15 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 608933775 [GVK] hdl:10419/32161 [Handle] RePEc:zbw:cofedp:0715 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010266927