Nonparametric regression with heteroscedastic long memory errors

Journal of Statistical Planning and Inference

Volumn 137, Issue 2, 2007, Pages 379-404

  Guo, Hongwen ^a   Koul, Hira L ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Local Whittle; Moving average errors; Nonparametric residuals

Indexed keywords

EID: 33749344682     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.01.016     Document Type: Article

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