ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Autoregressive process"
Mostrando ítems 1-3 de 3
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Local polynomial regression estimation with correlated errors
(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
(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 ... -
Nonparametric estimation of the conditional variance function with correlated errors
(Taylor & Francis, 2006)