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Improved local polynomial estimation in time series regression - MaRDI portal

Improved local polynomial estimation in time series regression (Q4634441)

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scientific article; zbMATH DE number 6857840
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English
Improved local polynomial estimation in time series regression
scientific article; zbMATH DE number 6857840

    Statements

    title
    Improved local polynomial estimation in time series regression (English)
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    author
    Juliane Geller
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    Michael H. Neumann
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    publication date
    10 April 2018
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    zbMATH Keywords
    central limit theorem
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    local polynomial estimation
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    pre-whitening
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    strong mixing
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    time series regression
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62M10
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    60F05
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    zbMATH DE Number
    6857840
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    OpenAlex ID
    W2770863078
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