A method for high-dimensional smoothing
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Publication:1726162
DOI10.1016/j.jkss.2018.08.004zbMath1415.62070OpenAlexW2891721757MaRDI QIDQ1726162
Publication date: 19 February 2019
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2018.08.004
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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