On robust local polynomial estimation with long-memory errors

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.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.identifier.uri	http://hdl.handle.net/2003/5040
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15121
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
eldorado.dnb.deposit	true

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