Authors: Beran, Jan
Feng, Yuanhua
Ghosh, Sucharita
Sibbertsen, Philipp
Title: On robust local polynomial estimation with long-memory errors
Language (ISO): en
Abstract: Prediction in time series models with a trend requires reliable estimation of the trend function at the right end of the observed series. Local polynomial smoothing is a suitable tool because boundary corrections are included implicitly. However, outliers may lead to unreliable estimates, if least squares regression is used. In this paper, local polynomial smoothing based on M
Issue Date: 2000
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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