Hermite expansion and estimation of monotonic transformations of Gaussian data
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Publication:2811276
DOI10.1080/10485252.2016.1139880zbMath1338.62086OpenAlexW2284006693MaRDI QIDQ2811276
Ryan Janicki, Tucker S. McElroy
Publication date: 10 June 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2016.1139880
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Nonlinear prediction via Hermite transformation ⋮ Quadratic prediction of time series via auto-cumulants
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