Local polynomial regression smoothers with AR-error structure.

DOI10.1007/BF02595716zbMath1037.62037MaRDI QIDQ1872873

Mario Francisco Fernández, Juan M. Vilar Fernández

Publication date: 18 May 2003

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

local polynomial fittingsimulationsautoregressive processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Comments on: A review on empirical likelihood methods for regression ⋮ Bandwidth selection for the local polynomial estimator under dependence: a simulation study ⋮ Nonparametric regression estimation with general parametric error covariance ⋮ On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions ⋮ Data-driven local polynomial for the trend and its derivatives in economic time series

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