Weighted Nadaraya-Watson regression estimation (Q5934114)

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scientific article; zbMATH DE number 1605932
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Weighted Nadaraya-Watson regression estimation
scientific article; zbMATH DE number 1605932

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    Weighted Nadaraya-Watson regression estimation (English)
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    25 July 2001
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    alpha-mixing
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    forecasting
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    local linear smoothers
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    minimax efficiency
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    prediction interval
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    time series analysis
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    Nadaraya-Watson estimator
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