Jump process for the trend estimation of time series (Q951862)

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scientific article; zbMATH DE number 5361774
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Jump process for the trend estimation of time series
scientific article; zbMATH DE number 5361774

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    Jump process for the trend estimation of time series (English)
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    4 November 2008
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    jump process
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    time series
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    trend estimation
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    nonparametric regression
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    smoothness-fidelity tradeoff
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    weighted average form
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    Gaussian kernel
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