BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES (Q4870530)
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scientific article; zbMATH DE number 857997
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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