Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors
| Year of publication: |
2007-01-16
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| Authors: | Feng, Yuanhua ; Beran, Jan |
| Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
| Subject: | Optimal rate of convergence | nonparametric regression | long memory | antipersistence |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 07-15 21 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005146754