Autoregressive coefficient estimation in nonparametric analysis

DOI10.1111/j.1467-9892.2010.00708.xzbMath1273.62222OpenAlexW2118451006WikidataQ61865759 ScholiaQ61865759MaRDI QIDQ2851985

Lijian Yang, Qin Shao

Publication date: 4 October 2013

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00708.x

zbMATH Keywords

autoregressive time seriesB-splinesYule-Walker estimator

Mathematics Subject Classification ID

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• Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
• Multivariate Bandwidth Selection for Local Linear Regression

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