The following pages link to (Q4381615):
Displaying 7 items.
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Nonparametric regression with correlated errors. (Q1431197) (← links)
- Time-Varying Additive Models for Longitudinal Data (Q2861811) (← links)
- Finite nonparametric grach model for foreign exchange volatility (Q4541728) (← links)
- Plug-in bandwidth selector for local polynomial regression estimator with correlated errors (Q4819555) (← links)
- Estimation of Derivatives for Additive Separable Models (Q4943277) (← links)
- Data-driven local polynomial for the trend and its derivatives in economic time series (Q5114484) (← links)
