1 results match your criteria Acta Mathematicae Applicatae Sinica-english Series[Journal]

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Local Linear Regression for Data with AR Errors.

Runze Li Yan Li

Acta Math Appl Sin 2009 Jul;25(3):427-444

Department of Statistics and The Methodology Center, Pennsylvania State University, University Park, PA 16802-2111, USA,

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. Read More

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http://dx.doi.org/10.1007/s10255-008-8813-3DOI Listing
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