Robust non-parametric smoothing of non-stationary time series (Q3636778)
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scientific article; zbMATH DE number 5571437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust non-parametric smoothing of non-stationary time series |
scientific article; zbMATH DE number 5571437 |
Statements
Robust non-parametric smoothing of non-stationary time series (English)
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29 June 2009
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additive outliers
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cross-validation
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financial data
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kernel regression
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local polynomials
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M-estimation
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structural changes
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0.8448037505149841
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0.7929171919822693
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0.784488320350647
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0.7775686383247375
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0.7768425941467285
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