Local polynomial regression with correlated errors in random design and unknown correlation structure

DOI10.1093/biomet/asy025zbMath1499.62128OpenAlexW2804076394MaRDI QIDQ4561019

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Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/620174

zbMATH Keywords

local polynomial regressionautocorrelationcorrelated errorscrossvalidation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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