Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
Year of publication: |
2002
|
---|---|
Authors: | Beran, Jan ; Feng, Yuanhua |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 2, p. 291-311
|
Publisher: |
Springer |
Subject: | Antipersistence | long-range dependence | local polynomial fitting | nonparametric regression | bandwidth selection |
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