Spline-backfitted kernel smoothing of nonlinear additive autoregression model (Q2473072)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spline-backfitted kernel smoothing of nonlinear additive autoregression model |
scientific article |
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Spline-backfitted kernel smoothing of nonlinear additive autoregression model (English)
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26 February 2008
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bandwidths
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B spline
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knots
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local linear estimator
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mixing
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Nadaraya-Watson estimator
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bias reduction
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variance reduction
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