Local linear fitting under near epoch dependence
Local linear fitting of nonlinear processes under strong (i.e., alpha-) mixing conditions has been investigated extensively. However, it is often a difficult step to establish the strong mixing of a nonlinear process composed of several parts such as the popular combination of autoregressive moving...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Cambridge University Press
2007
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| Online Access: | http://hdl.handle.net/20.500.11937/39409 |