Title: Local polynomial M-estimation for long memory random design regression models
Authors: Justin Wishart - Macquarie University (Australia) [presenting]
Abstract: The local polynomial regression M-estimator for random design regression models that contain long memory structure is explored. The long memory structure is assumed to follow a linear process and the asymptotic behaviour of the local polynomial estimators are established. Time permitting, the numerical performance of the method will be explored on some datasets.