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Nonparametric forecasting in time series: a comparative study
(Taylor & Francis, 2007)
The problem of predicting a future value of a time series is considered in this
paper. If the series follows a stationary Markov process, this can be done
by nonparametric estimation of the autoregression function. Two ...
Asymptotic properties of Local Polynomial regression with missing data and correlated errors
(2007)
The main objective of this work is the nonparametric estimation of
the regression function with correlated errors when observations are
missing in the response variable. Two nonparametric estimators of
the regression ...
Bootstrap tests for nonparametric comparison of regression curves with dependent errors
(Springer, 2007)
In this paper, the problem of testing the equality of regression curves with dependent data is studied. Several methods based on nonparametric estimators of the regression function are described. In this setting, the ...