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Optimal convergence rates in non-parametric regression with fractional time series errors

Feng, Yuanhua; Beran, Jan - In: Journal of Time Series Analysis 34 (2013) 1, pp. 30-39

Persistent link: https://www.econbiz.de/10010642573

Modifying the double smoothing bandwidth selector in nonparametric regression

Beran, Jan; Feng, Yuanhua; Heiler, Siegfried - 2000

Persistent link: https://www.econbiz.de/10004714108

Recent developments in non- and semiparametric regression with fractional time series errors

Beran, Jan; Feng, Yuanhua - 2002

Persistent link: https://www.econbiz.de/10004718178

Iterative plug-in algorithms for SEMIFAR models : definition, convergence and aysmptotic properties

Beran, Jan; Feng, Yuanhua

Persistent link: https://www.econbiz.de/10004749119

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

Beran, Jan; Feng, Yuanhua - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 2, pp. 291-311

Persistent link: https://www.econbiz.de/10006557396

On robust local polynomial estimation with long-memory errors

Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; … - In: International journal of forecasting 18 (2002) 2, pp. 227-242

Persistent link: https://www.econbiz.de/10006974892

On robust local polynomial estimation with long-memory errors

Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; … - In: International Journal of Forecasting 18 (2002) 2, pp. 227-241

Persistent link: https://www.econbiz.de/10005418170

Modifying the double smoothing bandwidth selector in nonparametric regression

Beran, Jan; Feng, Yuanhua; Heiler, Siegfried - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2000

In this paper a modified double smoothing bandwidth selector, ^h MDS , based on a new criterion, which combines the plug-in and the double smoothing ideas, is proposed. A self-complete iterative double smoothing rule (^h_IDS ) is introduced as a pilot method. The asymptotic properties of both...

Persistent link: https://www.econbiz.de/10005741214

Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

Beran, Jan; Feng, Yuanhua - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 291-311

Persistent link: https://www.econbiz.de/10005616375

SEMIFAR models--a semiparametric approach to modelling trends, long-range dependence and nonstationarity

Beran, Jan; Feng, Yuanhua - In: Computational Statistics & Data Analysis 40 (2002) 2, pp. 393-419

Persistent link: https://www.econbiz.de/10005118284