Bootstrap inference in local polynomial regression of time series
Year of publication: |
2007
|
---|---|
Authors: | Parrella, Maria ; Vitale, Cosimo |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 16.2007, 1, p. 117-139
|
Publisher: |
Springer |
Subject: | Nonparametric regression | Local polynomial fitting | Local bootstrap | α-mixing processes |
-
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim, (2014)
-
Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
Beran, Jan, (2002)
-
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan, (1999)
- More ...
-
The price stabilization effects of the EU entry price scheme for fruits and vegetables
Cioffi, Antonio, (2010)
-
Cioffi, Antonio, (2009)
-
Likelihood inference in BL-GARCH models
Storti, Giuseppe, (2003)
- More ...