Local M-estimator for nonparametric time series.
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Publication:1423066
DOI10.1016/j.spl.2003.08.008zbMath1116.62390OpenAlexW2042257699MaRDI QIDQ1423066
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2003.08.008
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Cites Work
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