Nonparametric Forecasting in Time Series - A Comparative Study

DOI10.1080/03610910601158377zbMath1113.62114OpenAlexW2086665355WikidataQ61849306 ScholiaQ61849306MaRDI QIDQ3447088

Ricardo Cao, Juan M. Vilar Fernández

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2183/861

zbMATH Keywords

bootstrapdependent datalocal linear estimationBox-Jenkinskernel regression estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves ⋮ Functional methods for time series prediction: a nonparametric approach

This page was built for publication: Nonparametric Forecasting in Time Series - A Comparative Study