Spline-backfitted kernel smoothing of nonlinear additive autoregression model
From MaRDI portal
Publication:2473072
DOI10.1214/009053607000000488zbMath1129.62038arXivmath/0612677WikidataQ61865771 ScholiaQ61865771MaRDI QIDQ2473072
Publication date: 26 February 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612677
bias reduction; Nadaraya-Watson estimator; knots; mixing; local linear estimator; variance reduction; B spline; bandwidths
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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