Estimating error correlation in nonparametric regression (Q1314711)
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English | Estimating error correlation in nonparametric regression |
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Estimating error correlation in nonparametric regression (English)
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7 March 1994
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kernel smoothing
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correlated errors
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time series
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autocorrelation
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estimates of error correlations
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kernel nonparametric regression
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method of moments
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high order asymptotic expansion
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consistent
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asymptotically normal
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bandwidth
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