KERNEL REGRESSION SMOOTHING OF TIME SERIES (Q4012947)
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scientific article; zbMATH DE number 63503
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| default for all languages | No label defined |
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| English | KERNEL REGRESSION SMOOTHING OF TIME SERIES |
scientific article; zbMATH DE number 63503 |
Statements
KERNEL REGRESSION SMOOTHING OF TIME SERIES (English)
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27 September 1992
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dependent data
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alpha-mixing
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data-driven bandwidth
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cross validation
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Nadaraya-Watson-kernel estimator
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nonparametric regression
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CV-method
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leave-one-out estimator
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time series prediction
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autoregression function
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0.8289268016815186
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0.828926682472229
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0.7869584560394287
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0.7811238169670105
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