Robust nonparametric regression in time series
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Publication:1191996
DOI10.1016/0047-259X(92)90064-MzbMath0746.62047OpenAlexW2018958020MaRDI QIDQ1191996
Publication date: 27 September 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(92)90064-m
kernel estimatornonparametric regressionoptimal rate of convergencestationary time serieslocal \(M\)-estimatormixing processrobust conditional locational functional estimators
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Nonparametric regression under dependent errors with infinite variance, \(M\)-type regression splines involving time series, Nonparametric estimation equations for time series data., L1-estimation for varying coefficient models, Robust kernel estimators for additive models with dependent observations
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