Understanding Exponential Smoothing Via Kernel Regression
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Publication:4238687
DOI10.1111/1467-9868.00161zbMath0913.62040MaRDI QIDQ4238687
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Publication date: 10 June 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00161
kernel smoothing; cross-validation; limiting distribution; bandwidth selection; nonparametric regression; local polynomial; dependent errors regression
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
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