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

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BERAN, Jan, Yuanhua FENG, 1999. Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors

@techreport{Beran1999Local-600, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors}, year={1999}, number={1999/07}, author={Beran, Jan and Feng, Yuanhua} }

application/pdf eng 2011-03-22T17:45:11Z 2011-03-22T17:45:11Z Feng, Yuanhua deposit-license Beran, Jan Beran, Jan Nonparametric regression with long-range, short-range and antipersistent errors is considered. Local polynomial smoothing is investigated for the estimation of the trend function and its derivatives. It is well known that in the presence of long memory (with a fractional differencing parameter 0 < d Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors Feng, Yuanhua 1999

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