• Local polynomial regression estimation with correlated errors 

      Francisco-Fernández, Mario; Vilar, Juan M. (Taylor & Francis, 2001)
      In this paper, we study the nonparametric estimation of the regression function and its derivatives using weighted local polynomial fitting. Consider the fixed regression model and suppose that the random observation ...
    • Local polynomial regression smoothers with AR-error structure 

      Vilar, Juan M.; Francisco-Fernández, Mario (Springer, 2002)
      Consider the fixed regression model with random observation error that follows an AR(1) correlation structure. In this paper, we study the nonparametric estimation of the regression function and its derivatives using a ...
    • Recursive local polynomial regression under dependence conditions 

      Vilar, Juan M.; Vilar, José (Springer, 2000)
      In the case of the random design nonparametric regression, one recursive local polynomial smoother is considered. Expressions for the bias and the variance matrix of the estimators of the regression function and its ...