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  • Search: subject:"Kernel smoother"
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Year of publication
Subject
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Kernel smoother 6 Nichtparametrisches Verfahren 5 Additive models 4 Asymptotic properties 4 Dependent data 4 Internalized kernel smoother 4 Local polynomial 4 Nonparametric statistics 4 Oracle efficiency 4 Estimation theory 3 Schätztheorie 3 Time series analysis 3 Zeitreihenanalyse 3 penalised MAMAR 3 principal component analysis 3 semiparametric approximation 3 sure independence screening 3 ultra-high dimensional time series 3 Hauptkomponentenanalyse 2 Implied volatility estimation 2 Prediction accuracy 2 Principal component analysis 2 Single stock options 2 Three-dimensional vs. one-dimensional smoothing 2 Volatility surface construction 2 Aktienoption 1 Black-Scholes model 1 Black-Scholes-Modell 1 Central mean subspace 1 Cross-covariance 1 Derivat 1 Derivative 1 Estimation 1 Forecasting model 1 Local stationarity 1 Matérn 1 Multivariate 1 Nadaraya–Watson kernel smoother 1 Nonlinear time series 1 Nonstationary 1
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Online availability
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Free 9 Undetermined 2
Type of publication
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Book / Working Paper 7 Article 4
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 7 Undetermined 4
Author
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Cheng, Yebin 4 Chen, Jia 3 Gooijer, Jan G. De 3 Li, Degui 3 Linton, Oliver 3 Zerom, Dawit 3 Lu, Zu-di 2 Merbecks, Constantin 2 Ulrich, Maxim 2 Zimmer, Lukas 2 Bandyopadhyay, Dipankar 1 Gooijer, Jan G. de 1 Kleiber, William 1 Letourneau, Elizabeth 1 Lu, Zudi 1 Nychka, Douglas 1 Park, Jin-Hong 1 Zerom Godefay, Dawit 1
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Institution
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Tinbergen Institute 1 Tinbergen Instituut 1
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Tinbergen Institute Discussion Papers 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Computational Statistics & Data Analysis 1 Discussion paper / Tinbergen Institute 1 Discussion papers in economics 1 Journal of Multivariate Analysis 1 Review of Derivatives Research 1 Review of derivatives research 1 Tinbergen Institute Discussion Paper 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 4 RePEc 4 EconStor 3
Showing 11 - 11 of 11
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Nonstationary modeling for multivariate spatial processes
Kleiber, William; Nychka, Douglas - In: Journal of Multivariate Analysis 112 (2012) C, pp. 76-91
local parameter estimates at any location. We derive the asymptotic mean squared error of our kernel smoother and discuss …
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