Nonparametric regression for nonstationary processes

DOI10.1080/10485250008832808zbMath0944.62042OpenAlexW2023598561MaRDI QIDQ4485017

Carlo Grillenzoni

Publication date: 5 June 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832808

zbMATH Keywords

simulationprediction error criterionrecursive kernel estimatorsnonlinear and nonstationary time seriestime-varying regression functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items (5)

Automatic bandwidth selection in robust nonparametric regression ⋮ Sequential kernel estimation of the conditional intensity of nonstationary point processes ⋮ An approximation procedure of quantiles using an estimation of kernel method for quality control ⋮ Robust nonparametric estimation of the intensity function of point data ⋮ Non-parametric smoothing of spatio-temporal point processes

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