Large-sample inference for nonparametric regression with dependent errors
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More about this item
Keywords
Central limit theorem; nonparametric regression; autocorrelation; long range dependence. AMS 1991 subject classifications : Primary 62G07; 60G18; secondary 62G20.;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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