Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models
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DOI: 10.1023/A:1004083213922
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- Liu, Siyao & Fang, Wei & Gao, Xiangyun & Wang, Ze & An, Feng & Wen, Shaobo, 2020. "Self-similar behaviors in the crude oil market," Energy, Elsevier, vol. 211(C).
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Keywords
Partial derivative estimation; nonlinearity in time series; confidence intervals; nonparametric estimation; sunspots data;All these keywords.
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