Arbeitspapier

Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors

to connected objects

Language: Englisch

Bibliographic citation: Series: CoFE Discussion Paper ; No. 02/01

Classification: Wirtschaft

Subject: Nonparametric regression
optimal convergence rate
long memory
antipersistence
inverse process.
Regression
Nichtparametrisches Verfahren
Schätztheorie
Theorie

Event: Geistige Schöpfung

(who): Feng, Yuanhua

Event: Veröffentlichung

(who): University of Konstanz, Center of Finance and Econometrics (CoFE)

(where): Konstanz

(when): 2002

Handle: http://hdl.handle.net/10419/85184

URN: urn:nbn:de:bsz:352-opus-7807

Last update: 10.03.2025, 11:44 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Show original at data provider

Object type

Arbeitspapier

Associated

Feng, Yuanhua
University of Konstanz, Center of Finance and Econometrics (CoFE)

Time of origin

2002

Other Objects (12)

$Optimal convergence rates in nonparametric regression with fractional time series errors$

Arbeitspapier

Optimal convergence rates in nonparametric regression with fractional time series errors

Arbeitspapier

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Arbeitspapier

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Arbeitspapier

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Arbeitspapier

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Hochschulschrift

Nonparametric nonstationary regression

Artikel

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

$Optimal convergence rates in nonparametric regression with fractional time series errors$

Arbeitspapier

Optimal convergence rates in nonparametric regression with fractional time series errors

Arbeitspapier

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Arbeitspapier

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Arbeitspapier

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Arbeitspapier

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Hochschulschrift

Nonparametric nonstationary regression

Artikel

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

$Optimal convergence rates in nonparametric regression with fractional time series errors$

Arbeitspapier

Optimal convergence rates in nonparametric regression with fractional time series errors

Arbeitspapier

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Arbeitspapier

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Arbeitspapier

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Arbeitspapier

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Arbeitspapier

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Hochschulschrift

Nonparametric nonstationary regression

Artikel

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors

Object Details

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Object type

Associated

Time of origin

Other Objects (12)

Optimal convergence rates in nonparametric regression with fractional time series errors

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Nonparametric nonstationary regression

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

Optimal convergence rates in nonparametric regression with fractional time series errors

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Nonparametric nonstationary regression

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

Optimal convergence rates in nonparametric regression with fractional time series errors

Kernel Dependent Functions in Nonparametric Regression with Fractional Time Series Errors

Nonparametric Regression with Serially Correlated Errors

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence

Recent Developments in Non- and Semiparametric Regression with Fractional Time Series Errors

Optimal uniform convergence rates for sieve nonparametric instrumental variables regression

Minimax risk and uniform convergence rates for nonparametric dyadic regression

Nonparametric nonstationary regression

Multiscale inference and long‐run variance estimation in non‐parametric regression with time series errors

R robustified additive nonparametric regression

Confidence regions, non-parametric regression

Related objects

Reset password