Beran, JanFeng, YuanhuaGhosh, SucharitaSibbertsen, Philipp2004-12-062004-12-062000http://hdl.handle.net/2003/504010.17877/DE290R-15121Prediction 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 MenUniversitätsbibliothek Dortmund310On robust local polynomial estimation with long-memory errorsreport