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

Jan Beran (jan.beran@uni-konstanz.de) and Yuanhua Feng

Annals of the Institute of Statistical Mathematics, 2002, vol. 54, issue 2, 311 pages

Keywords: Antipersistence; long-range dependence; local polynomial fitting; nonparametric regression; bandwidth selection (search for similar items in EconPapers)
Date: 2002
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Working Paper: Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent errors (1999)
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DOI: 10.1023/A:1022469818068

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