Estimating turning points using large data sets (Q2511794): Difference between revisions

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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Synchronization of cycles
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+Normal rank
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+On Estimation of a Probability Density Function and Mode
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+On weak convergence and optimality of kernel density estimates of the mode
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+On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
+Normal rank