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Type of Publication: | Working Paper/Technical Report |
URI (citable link): | http://nbn-resolving.de/urn:nbn:de:bsz:352-opus-3111 |
Author: | Beran, Jan; Feng, Yuanhua |
Year of publication: | 1999 |
Series: | CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie ; 1999/07 |
Summary: |
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
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Subject (DDC): | 330 Economics |
Keywords: | Anti-persistence, estimation of derivatives, local polynomial fitting, long-range dependence, nonparametric regression |
Link to License: | In Copyright |
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} }
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