Local polynomial fitting with long-memory, short-memory and antipersistent errors
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Publication:1868291
DOI10.1023/A:1022469818068zbMath1012.62033OpenAlexW1558031762MaRDI QIDQ1868291
Publication date: 27 April 2003
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1022469818068
local polynomial fittinglong-range dependencebandwidth selectionnonparametric regressionantipersistence
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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