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 |
URI: | http://hdl.handle.net/2003/5040 http://dx.doi.org/10.17877/DE290R-15121 |
Issue Date: | 2000 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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2000_35.pdf | DNB | 273.45 kB | Adobe PDF | View/Open |
tr35-00.ps | 463.64 kB | Postscript | View/Open |
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