Local linear regression for data with AR errors

DOI10.1007/s10255-008-8813-3zbMath1176.62068OpenAlexW2008844877WikidataQ33531703 ScholiaQ33531703MaRDI QIDQ1036922

Yan Li, Run-Ze Li

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2779551

zbMATH Keywords

local linear regressionSCADpartially linear modelprofile least squaresauto-regressive error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

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Uses Software

• gss

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