NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES (Q4221792): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q503561 |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Javier Hidalgo / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9892.00041 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1966444535 / rank | |||
Normal rank |
Latest revision as of 18:09, 19 March 2024
scientific article; zbMATH DE number 1228659
Language | Label | Description | Also known as |
---|---|---|---|
English | NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES |
scientific article; zbMATH DE number 1228659 |
Statements
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES (English)
0 references
31 October 1999
0 references
strong dependence
0 references
Hermite polynomials
0 references
Appell polynomials
0 references
non-central limit theorems
0 references
central limit theorem
0 references
nonparametric regression
0 references
kernel density estimator
0 references
multivariate Gaussian process
0 references
infinite-order moving average
0 references