Estimating error correlation in nonparametric regression
type: Item
instance of: scholarly article
title: Estimating error correlation in nonparametric regression
zbMATH Open document ID: 0788.62033
DOI: 10.1016/0167-7152(93)90219-9
published in: Statistics \& Probability Letters
publication date: 1994-03-07T00:00:00Z
full work available at URL: https://hdl.handle.net/1813/31596
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 503672
zbMATH Keywords: kernel smoothing
zbMATH Keywords: correlated errors
zbMATH Keywords: time series
zbMATH Keywords: autocorrelation
zbMATH Keywords: estimates of error correlations
zbMATH Keywords: kernel nonparametric regression
zbMATH Keywords: method of moments
zbMATH Keywords: high order asymptotic expansion
zbMATH Keywords: consistent
zbMATH Keywords: asymptotically normal
zbMATH Keywords: bandwidth
author: Naomi S. Altman
MaRDI profile type: Publication
OpenAlex ID: W2041704125
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description: scientific article; zbMATH DE number 503672