Pages that link to "Item:Q4345891"

The following pages link to Some automated methods of smoothing time-dependent data (Q4345891):

Displaying 23 items.

• Nonparametric transfer function models (Q530984) (← links)
• Variography for model selection in local polynomial regression with spatial data (Q812061) (← links)
• Assessing the performance of model-based clustering methods in multivariate time series with application to identifying regional wind regimes (Q893352) (← links)
• Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
• Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
• Regression-type inference in nonparametric autoregression (Q1807123) (← links)
• Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
• Effect of dependence on stochastic measures of accuracy of density estimators (Q1848944) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
• SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES (Q2746386) (← links)
• MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) (← links)
• Functional methods for time series prediction: a nonparametric approach (Q3018664) (← links)
• REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
• On a partly linear autoregressive model with moving average errors (Q3589230) (← links)
• Robust kernel estimators for additive models with dependent observations (Q4223824) (← links)
• Local linear extrapolation (Q4470132) (← links)
• Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
• Conditional time-dependent nonparametric estimators with an application to healthcare production function (Q5034190) (← links)
• Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model (Q5123530) (← links)
• NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES (Q5403107) (← links)
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
• Local linear regression for estimating time series data. (Q5941550) (← links)