BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530)
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scientific article; zbMATH DE number 857997
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| English | BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES |
scientific article; zbMATH DE number 857997 |
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BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (English)
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20 March 1996
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autoregressive process
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kernel smoothing
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identification
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prediction
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time series models
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smoothing parameter
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cross-validation
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asymptotic optimality
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0.8289268016815186
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0.8004644513130188
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0.7978259921073914
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