Nonparametric regression with weakly dependent data: The discrete and continuous regressor case

Journal of Nonparametric Statistics

Volumn 21, Issue 6, 2009, Pages 697-711

  Li, Cong ^a   Ouyang, Desheng ^b   Racine, Jeffrey S ^a  

^a MCMASTER UNIVERSITY   (Canada)

^b SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Cross validation; Kernel; Smooth; Time series

Indexed keywords

EID: 70449393505     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250902928435     Document Type: Article

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