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

zbMATH Open0924.62094MaRDI QIDQ1298201FDOQ1298201

Authors: Vladimir Katkovnic 

Publication date: 15 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

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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)

Cited In (2)

• Time series estimation by tracking parameter variation
• Title not available (Why is that?)

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