Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors
| Year of publication: |
2002
|
|---|---|
| Authors: | Feng, Yuanhua |
| Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
| Subject: | Regression | Nichtparametrisches Verfahren | Schätztheorie | Theorie | Nonparametric regression | optimal convergence rate | long memory | antipersistence | inverse process. |
| Series: | CoFE Discussion Paper ; 02/01 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 870057537 [GVK] hdl:10419/85184 [Handle] RePEc:zbw:cofedp:0201 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010324049