Local linear regression for estimating time series data.
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Publication:5941550
DOI10.1016/S0167-9473(01)00006-8zbMath1051.62083OpenAlexW2020700018MaRDI QIDQ5941550
Deborah F. Cook, Q. J. Nottingham
Publication date: 20 August 2001
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00006-8
Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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