Nonparametric Identification of Nonlinear Time Series: Projections (Q4323568)
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scientific article; zbMATH DE number 724175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Identification of Nonlinear Time Series: Projections |
scientific article; zbMATH DE number 724175 |
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Nonparametric Identification of Nonlinear Time Series: Projections (English)
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23 February 1995
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linear time series
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nonlinear time series
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kernel estimation
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conditional mean
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projections
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identification
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additive modeling
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asymptotic bias
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conditional variance
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heteroscedastic time series
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