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Nichtparametrisches Verfahren
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Nonparametric regression
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Statistischer Fehler
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Zeitreihenanalyse
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antipersistence
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bandwidth selection
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fractional difference
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Feng, Yuanhua
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Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors
Feng, Yuanhua
-
2003
fractional time series errors. We focus on investigating the properties of a
kernel
dependent
function
V (delta) in the …
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