Using bimodal kernel for inference in nonparametric regression with correlated errors
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Publication:1021849
DOI10.1016/j.jmva.2008.12.012zbMath1162.62033OpenAlexW1981723612MaRDI QIDQ1021849
Byeong U. Park, Chiho Kim, Tae Yoon Kim, Myung-Sang Moon
Publication date: 9 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.012
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Nonparametric long term prediction of stock returns with generated bond yields ⋮ Kernel regression for estimating regression function and its derivatives with unknown error correlations ⋮ Central limit theorems for nonparametric estimators with real-time random variables ⋮ Constrained spline regression in the presence of AR(p) errors
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