On residual sums of squares in non-parametric autoregression (Q1313134)

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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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