Arbeitspapier
Optimal convergence rates in nonparametric regression with fractional time series errors
- Language
-
Englisch
- Bibliographic citation
-
Series: CoFE Discussion Paper ; No. 07/15
- Classification
-
Wirtschaft
- Subject
-
Optimal rate of convergence
nonparametric regression
long memory
antipersistence
- Event
-
Geistige Schöpfung
- (who)
-
Feng, Yuanhua
Beran, Jan
- Event
-
Veröffentlichung
- (who)
-
University of Konstanz, Center of Finance and Econometrics (CoFE)
- (where)
-
Konstanz
- (when)
-
2007
- Handle
- URN
-
urn:nbn:de:bsz:352-opus-116711
- Last update
-
10.03.2025, 11:43 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.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Feng, Yuanhua
- Beran, Jan
- University of Konstanz, Center of Finance and Econometrics (CoFE)
Time of origin
- 2007
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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