Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072)
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scientific article
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| English | Spline-backfitted kernel smoothing of nonlinear additive autoregression model |
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Spline-backfitted kernel smoothing of nonlinear additive autoregression model (English)
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26 February 2008
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bandwidths
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B spline
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knots
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local linear estimator
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mixing
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Nadaraya-Watson estimator
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bias reduction
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variance reduction
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0.8545233011245728
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0.8184753060340881
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0.788471519947052
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0.7854391932487488
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0.781554102897644
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