Local linear estimation in the presence of nonparametric AR(1) errors

MaRDI QIDQ3609672zbMATH OpenFDO

Authors

Publication date 6 March 2009

zbMATH Keywords

asymptotic normalityconvergence ratesnonparametric autoregressive errors

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Local linear regression for data with AR errors
• Local linear regression for non grid spatiotemporal models with autoregressive errors
• Local polynomial estimator of the regression function in autoregression models with errors in variables
• Local Estimation in AR Models with Nonparametric ARCH Errors
• On local linear estimation in nonparametric errors-in-variables models

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