Nonparametric Lag Selection for Time Series (Q2744945)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Lag Selection for Time Series |
scientific article |
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Nonparametric Lag Selection for Time Series (English)
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9 October 2001
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consistency
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final prediction error
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heteroskedasticity
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nonlinear autoregression
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overfitting
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plug-in bandwidth
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underfitting
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