Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA

DOI10.1023/B:SISP.0000016464.70134.E5MaRDI QIDQ2481687zbMATH OpenOpenAlexWikidataFDO

Authors Mario Francisco-Fernández, Juan Manuel Vilar-Fernández

Publication date 15 April 2008

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:sisp.0000016464.70134.e5

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

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