Some automated methods of smoothing time-dependent data
From MaRDI portal
Publication:4345891
DOI10.1080/10485259608832667zbMath0878.62031MaRDI QIDQ4345891
Publication date: 5 January 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832667
kernel estimators; cross-validation; mean integrated squared error; transition densities; autoregression; plug-in rules; prequential analysis; time series cross-validation; blockwise cross-validation
62G07: Density estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99: Probabilistic methods, stochastic differential equations
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