Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors

Yuanhua Feng

No 02/01, CoFE Discussion Papers from University of Konstanz, Center of Finance and Econometrics (CoFE)

Keywords: Nonparametric regression; optimal convergence rate; long memory; antipersistence; inverse process. (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.econstor.eu/bitstream/10419/85184/1/dp02-01.pdf (application/pdf)

Related works:
Journal Article: Optimal convergence rates in non-parametric regression with fractional time series errors (2013)
Working Paper: Optimal convergence rates in nonparametric regression with fractional time series errors (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:zbw:cofedp:0201

Access Statistics for this paper

More papers in CoFE Discussion Papers from University of Konstanz, Center of Finance and Econometrics (CoFE) Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().