Multivariate regression estimation: Local polynomial fitting for time series

DOI10.1016/S0304-4149(96)00095-6zbMath0889.60039OpenAlexW2086104794MaRDI QIDQ1382472

Elias Masry

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00095-6

zbMATH Keywords

local polynomial fittingmultivariate regression estimationmixing processesjoint asymptotic normality

Mathematics Subject Classification ID

Stationary stochastic processes (60G10)

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