Robust non-parametric smoothing of non-stationary time series (Q3636778)
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English | Robust non-parametric smoothing of non-stationary time series |
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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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