Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA

DOI10.1023/B:SISP.0000016464.70134.E5zbMath1139.62308OpenAlexW2170570092WikidataQ57976665 ScholiaQ57976665MaRDI QIDQ2481687

Mario Francisco Fernández, Juan M. Vilar Fernández

Publication date: 15 April 2008

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:sisp.0000016464.70134.e5

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)

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