Some theory of nonlinear smoothers

DOI10.1214/AOS/1176345067zbMath0446.62100OpenAlexW2150760107MaRDI QIDQ1145973

Colin L. Mallows

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345067

zbMATH Keywords

robustnesstransfer functionresistancefilterstime-seriesnonlinear smoothers

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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