On the asymptotic variance in nonparametric regression with fractional time-series errors (Q5434737)
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scientific article; zbMATH DE number 5225009
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| English | On the asymptotic variance in nonparametric regression with fractional time-series errors |
scientific article; zbMATH DE number 5225009 |
Statements
On the asymptotic variance in nonparametric regression with fractional time-series errors (English)
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9 January 2008
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long memory
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antipersistence
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bandwidth selection
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0.8187351822853088
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0.799630343914032
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0.797099769115448
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0.789316713809967
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0.7878051996231079
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