Optimal convergence rates in nonparametric regression with fractional time series errors

Yuanhua Feng and Jan Beran

No 07/15, CoFE Discussion Papers from University of Konstanz, Center of Finance and Econometrics (CoFE)

Keywords: Optimal rate of convergence; nonparametric regression; long memory; antipersistence (search for similar items in EconPapers)
Date: 2007
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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 (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:cofedp:0715

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