NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION (Q4391380)
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scientific article; zbMATH DE number 1158295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION |
scientific article; zbMATH DE number 1158295 |
Statements
NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION (English)
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2 June 1998
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bandwidth
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correlated errors
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kernel smoothing
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local polynomial
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nonparametric regression
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autocovariance functions
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non-stationary time series
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