Polynomial spline estimation for nonparametric (auto-)regressive models (Q3074482)
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scientific article; zbMATH DE number 5848628
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| English | Polynomial spline estimation for nonparametric (auto-)regressive models |
scientific article; zbMATH DE number 5848628 |
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Polynomial spline estimation for nonparametric (auto-)regressive models (English)
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8 February 2011
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conditional mean function
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conditional variance function
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rate of convergence
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0.8331409096717834
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0.8224858641624451
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0.821518063545227
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0.8197819590568542
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