Nonparametric curve estimation from time series
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Publication:1188594
zbMath0697.62038MaRDI QIDQ1188594
Pascal Sarda, Philippe Vieu, László Györfi, Wolfgang Karl Härdle
Publication date: 17 September 1992
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
predictiontime series analysisnonparametric regressionDensity estimationnonparametric smoothingnonparametric curve estimationhazard function estimationRegression estimationDependent samplesgeneral dependence assumptions
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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