More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
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Publication:4468548
DOI10.1198/016214503000000936zbMath1043.62075OpenAlexW1989681665MaRDI QIDQ4468548
Enno Mammen, Zhijie Xiao, Oliver B. Linton, Raymond J. Carroll
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214503000000936
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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