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Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA

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  • Mario Francisco-Fernandez
  • Juan Vilar-Fernandez

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  • Mario Francisco-Fernandez & Juan Vilar-Fernandez, 2004. "Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA," Statistical Inference for Stochastic Processes, Springer, vol. 7(1), pages 69-93, March.
    • Handle: RePEc:spr:sistpr:v:7:y:2004:i:1:p:69-93
    DOI: 10.1023/B:SISP.0000016464.70134.e5
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    References listed on IDEAS

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    1. Fraiman, R. & Meloche, J., 1994. "Smoothing dependent observations," Statistics & Probability Letters, Elsevier, vol. 21(3), pages 203-214, October.
    2. Masry, Elias & Mielniczuk, Jan, 1999. "Local linear regression estimation for time series with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 82(2), pages 173-193, August.
    3. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    4. Gonzalez Manteiga, W. & Vilar Fernandez, J. M., 1995. "Testing linear regression models using non-parametric regression estimators when errors are non-independent," Computational Statistics & Data Analysis, Elsevier, vol. 20(5), pages 521-541, November.
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    Cited by:

    1. Juan Vilar & José Vilar & Sonia Pértega, 2009. "Classifying Time Series Data: A Nonparametric Approach," Journal of Classification, Springer;The Classification Society, vol. 26(1), pages 3-28, April.

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