Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator (Q2510031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator |
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Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator (English)
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31 July 2014
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Nadaraya-Watson estimator
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auto-regressive predictor
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mean integrated square error
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bandwidth
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