On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing
Year of publication: |
2008-05-30
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Authors: | Luati, Alessandra ; Proietti, Tommaso |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Local polynomial regression | Epanechnikov Kernel | Non-invertible Moving average processes |
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