Understanding exponential smoothing via kernel regression

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 61, Issue 1, 1999, Pages 39-50

  Gijbels, I ^a   Pope, A ^c   Wand, M P ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b HARVARD SCHOOL OF PUBLIC HEALTH   (United States)

^c NONE

Author keywords

Bandwidth selection; Cross validation; Dependent errors regression; Kernel smoothing; Limiting distribution; Local polynomial

Indexed keywords

EID: 0033475002     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00161     Document Type: Article

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