Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors

Yuanhua Feng () and Jan Beran

No 07-15, CoFE Discussion Paper from Center of Finance and Econometrics, University of Konstanz

Keywords: Optimal rate of convergence; nonparametric regression; long memory; antipersistence. (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ore
Date: 2007-01-16
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Related works:
Working Paper: Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors (2002)
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