Jump process for the trend estimation of time series (Q951862)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump process for the trend estimation of time series |
scientific article |
Statements
Jump process for the trend estimation of time series (English)
0 references
4 November 2008
0 references
jump process
0 references
time series
0 references
trend estimation
0 references
nonparametric regression
0 references
smoothness-fidelity tradeoff
0 references
weighted average form
0 references
Gaussian kernel
0 references
