Nonparametric time series regression (Q1336524)

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Nonparametric time series regression
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    Nonparametric time series regression (English)
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    3 November 1994
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    k-times differentiable regression function
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    kernel estimator
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    bivariate stationary time series
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    local polynomial estimators
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    optimal rate of convergence
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    compacts
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    nonparametric regression
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    nonlinear time series problems
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