Local linear regression for data with AR errors

DOI10.1007/s10255-008-8813-3zbMath1176.62068WikidataQ33531703 ScholiaQ33531703MaRDI QIDQ1036922

Yan Li, Run-Ze Li

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2779551

zbMATH Keywords

local linear regression; SCAD; partially linear model; profile least squares; auto-regressive error

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Uses Software

• gss