Local linear fitting under near epoch dependence

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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...

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Bibliographic Details
Main Authors:	Lu, Zudi, Linton, O.
Format:	Journal Article
Published:	Cambridge University Press 2007
Online Access:	http://hdl.handle.net/20.500.11937/39409

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