Multivariate local polynomial fitting for martingale nonlinear regression models

DOI10.1023/A:1004083213922zbMath0977.62097OpenAlexW2007834908MaRDI QIDQ1974119

Zhan-Qian Lu

Publication date: 24 January 2002

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:1004083213922

zbMATH Keywords

confidence intervalsnonlinear time seriespartial derivative estimationsunspots data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)

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