A Review of Nonparametric Time Series Analysis

DOI10.1111/j.1751-5823.1997.tb00367.xzbMath0887.62043OpenAlexW2066447749MaRDI QIDQ4361764

Rong Chen, Helmut Lütkepohl, Wolfgang Karl Härdle

Publication date: 25 May 1998

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.1997.tb00367.x

zbMATH Keywords

bootstrapkernel estimatorssmoothing techniquesHermite expansionsdependent observations

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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Uses Software

• XploRe

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