Double smoothing local linear estimation in nonlinear time series
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Cites work
- Bootstrap of kernel smoothing in nonlinear time series
- Double-smoothing for bias reduction in local linear regression
- Double-smoothing for varying coefficient models
- Efficient estimation of conditional variance functions in stochastic regression
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- Local linear regression smoothers and their minimax efficiencies
- Mixing: Properties and examples
- Multivariate locally weighted least squares regression
- Nonlinear autoregressive processes
- Remarks on Some Nonparametric Estimates of a Density Function
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- Weak dependence. With examples and applications.
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