Prediction of dynamical time series using kernel based regression and smooth splines
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Publication:1657952
DOI10.1214/18-EJS1429zbMath1395.62279arXiv1511.00158MaRDI QIDQ1657952
Divakar Viswanath, Raymundo Navarrete
Publication date: 14 August 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.00158
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Time series analysis of dynamical systems (37M10)
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