𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Prediction and nonparametric estimation for time series with heavy tails

✍ Scribed by PETER HALL; LIANG PENG; QIWEI YAO

Book ID
108549495
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
171 KB
Volume
23
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Functional methods for time series predi
Functional methods for time series prediction: a nonparametric approach
✍ GermΓ‘n Aneiros-PΓ©rez; Ricardo Cao; Juan M. Vilar-FernΓ‘ndez πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 284 KB

## Abstract The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional Nadaraya–Watson method and wi

Smoothing splines for trend estimation a
Smoothing splines for trend estimation and prediction in time series
✍ Richard Morton; Emily L. Kang; Brent L. Henderson πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 302 KB

## Abstract We consider the use of generalized additive models with correlated errors for analysing trends in time series. The trend is represented as a smoothing spline so that it can be extrapolated. A method is proposed for choosing the smoothing parameter. It is based on the ability to predict