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Local polynomial fitting with long-memory, short-memory and antipersistent errors

Beran, Jan; Feng, Yuanhua - 1999

Persistent link: https://www.econbiz.de/10001400363

Local polynomial estimation with a FARIMA-GARCH error process

Beran, Jan; Feng, Yuanhua - 1999

Persistent link: https://www.econbiz.de/10001400379

Data-driven estimation of semiparametric fractional autoregressive models

Beran, Jan; Feng, Yuanhua - 2000

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SEMIFAR models

Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999

Persistent link: https://www.econbiz.de/10001366045

Recent developments in non- and semiparametric regression with fractional time series errors

Beran, Jan; Feng, Yuanhua - 2002

Persistent link: https://www.econbiz.de/10001686441

Iterative plug-in algorithms for SEMIFAR models

Beran, Jan; Feng, Yuanhua - 2001

Persistent link: https://www.econbiz.de/10001672564

Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties

Beran, Jan; Feng, Yuanhua - 2001

Persistent link: https://www.econbiz.de/10001672842

Detailed simulation results

Beran, Jan; Feng, Yuanhua - 2001

Persistent link: https://www.econbiz.de/10001672848

Modifying the double smoothing bandwidth selector in nonparametric regression

Beran, Jan - 2000

Persistent link: https://www.econbiz.de/10014378829

On robust local polynominal estimation with long-memory errors

Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; … - 2000

Prediction in time series models with a trend requires reliable estimation of the trend function at the right end of the observed series. Local polynomial smoothing is a suitable tool because boundary corrections are included implicitly. However, outliers may lead to unreliable estimates, if...

Persistent link: https://www.econbiz.de/10009783567