On robust local polynomial estimation with long-memory errors

International Journal of Forecasting

Volumn 18, Issue 2, 2002, Pages 227-241

  Beran, Jan ^a   Feng, Yuanhua ^a   Ghosh, Sucharita ^b   Sibbertsen, Philipp ^c  

^a UNIVERSITY OF KONSTANZ   (Germany)

^b SWISS FEDERAL RESEARCH INSTITUTE WSL   (Switzerland)

^c TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Forecasting; Local polynomial; Long memory; M estimator; SEMIFAR model

Indexed keywords

EID: 0036209329     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00155-8     Document Type: Article

References (18)

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