Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072)

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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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