|Title:||On robust local polynomial estimation with long-memory errors|
|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|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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