On residual sums of squares in non-parametric autoregression (Q1313134)
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English | On residual sums of squares in non-parametric autoregression |
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On residual sums of squares in non-parametric autoregression (English)
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19 January 1994
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nonlinear time series analysis
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\(U\)-statistics of dependent data
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leaving one out
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residual sum of squares
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fitting a nonlinear autoregression
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kernel method
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asymptotic bias
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noise variance
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cross validated residual sum of squares
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