Open AccessLocal polynomial regression smoothers with AR-error structure
Author(s) -
Juan Manuel Vilar Fernández,
Mario FranciscoFernández
Publication year - 2002
Publication title -
test
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.233
H-Index - 44
eISSN - 1863-8260
pISSN - 1133-0686
DOI - 10.1007/bf02595716
Subject(s) - mathematics , estimator , polynomial regression , nonparametric regression , mean squared error , statistics , polynomial , asymptotic distribution , variance function , covariance , regression analysis , local regression , regression , covariance matrix , mathematical analysis
Nonparametric estimators, local polynomial fitting, autoregressive process, 62G07, 62H12, 62M09,
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