Multivariate regression estimation local polynomial fitting for time series

Stochastic Processes and their Applications

Volumn 65, Issue 1, 1996, Pages 81-101

  Masry, Elias ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Joint asymptotic normality; Local polynomial fitting; Mixing processes; Multivariate regression estimation

Indexed keywords

EID: 0030582794     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00095-6     Document Type: Article

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