Pages that link to "Item:Q4345891"
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The following pages link to Some automated methods of smoothing time-dependent data (Q4345891):
Displayed 13 items.
- Variography for model selection in local polynomial regression with spatial data (Q812061) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← 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)
- 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)
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors (Q5696348) (← links)
- Local linear regression for estimating time series data. (Q5941550) (← links)