Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors
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Publication:4665866
DOI10.1111/1467-9868.00395zbMath1065.62067OpenAlexW2164164572MaRDI QIDQ4665866
Ingrid Van Keilegom, Hall, Peter
Publication date: 11 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00395
bandwidthcross-validationkernel methodscovariancelinear time seriesautoregressionlocal linear regressioncurve estimates
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