Local linear kernel regression with long-range dependent errors

Australian and New Zealand Journal of Statistics

Volumn 41, Issue 4, 1999, Pages 463-479

  Anh, Vo ^a   Wolff, Rodney ^a   Gao, Jiti ^a   Tieng, Quang ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Change point; Discontinuity; Local linear kernel regression; Long range dependence; Spectral density

Indexed keywords

EID: 0041708236     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00099     Document Type: Article

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