Nonparametric Trend Estimation for Periodic Autoregressive Time Series (Q3396347)

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Nonparametric Trend Estimation for Periodic Autoregressive Time Series
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    Nonparametric Trend Estimation for Periodic Autoregressive Time Series (English)
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    18 September 2009
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    bandwidth selection
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    kernel function
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    local linear estimation
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    mean integrated squared error
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    periodic autoregressive models
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    periodically stationary time series
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    time series cross-validation
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    time series trend
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