The application of kernel smoothing to time series data

DOI10.1007/S10255-006-0298-3MaRDI QIDQ2431942zbMATH OpenOpenAlexFDO

Authors Zhaojun Wang, Yi Zhao, Chunjie Wu, Yanting Li

Publication date 24 October 2006

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-006-0298-3

zbMATH Keywords

seasonal time series

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• Nonparametric smoothing and lack-of-fit tests

Cited in

(3)

• Bootstrap of kernel smoothing in nonlinear time series
• Prediction of dynamical time series using kernel based regression and smooth splines
• Kernel smoothing of periodograms under Kullback-Leibler discrepancy

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