Pages that link to "Item:Q4870530"
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The following pages link to BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530):
Displaying 6 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Neural networks for bandwidth selection in local linear regression of time series (Q1023573) (← links)
- Functional estimation for time series: Uniform convergence properties (Q1299530) (← links)
- Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting (Q1861386) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Recursive regression estimators with application to nonparametric prediction (Q2892921) (← links)
