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

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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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