Kernel high-order approximation of time-varying parameters of harmonics

MaRDI QIDQ1298201zbMATH OpenFDO

Authors Vladimir Katkovnic

Publication date 15 September 1999

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

kernel estimationsliced inverse regressionsemiparametric regressionsmall samples

Mathematics Subject Classification ID

Density estimation (62G07) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• scientific article; zbMATH DE number 1029185

Cited in

(2)

• scientific article; zbMATH DE number 1556149 (Why is no real title available?)
• Time series estimation by tracking parameter variation

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