Hello again,
I am not a mathematician, so I never worried too much on the theoretical reasons. You may be able to find some discussion on this subject in Eubank, R.L. 1999. Nonparametric Regression and Spline Smoothing, 2a ed. M. Dekker, New York.
You may be also interested on searching information in and related to (perhaps citing) this work: Altman, N. 1990. Kernel smoothing of data with correlated errors. Journal of the American Statistical Association, 85: 749-759.

En/na seba ha escrit:
Hi José
Thank you for your reply.
Effectively I'm trying to figure out the theoretical reasons for their use.
Bye
Sebas

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