Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Beran, Jan | de |
dc.contributor.author | Feng, Yuanhua | de |
dc.contributor.author | Ghosh, Sucharita | de |
dc.contributor.author | Sibbertsen, Philipp | de |
dc.date.accessioned | 2004-12-06T18:42:47Z | - |
dc.date.available | 2004-12-06T18:42:47Z | - |
dc.date.issued | 2000 | de |
dc.identifier.uri | http://hdl.handle.net/2003/5040 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15121 | - |
dc.description.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 | en |
dc.format.extent | 280010 bytes | - |
dc.format.extent | 474769 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject.ddc | 310 | de |
dc.title | On robust local polynomial estimation with long-memory errors | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
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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