Estimaci?n no param?trica de la densidad y de la regresi?n - previsi?n no param?trica
We begin with a short wiew of non parametric estimation of density and regression; then we give details and interpretation of a forecasting method, called non parametric forecasting . We show different aspects, technical as well as practical, and we compare the method with the Box and Jenkings metho...
| Main Authors: | Carbon, Michel, Francq, Christian |
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| Format: | Artículo |
| Language: | Español |
| Published: |
2015
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| Online Access: |
http://revistas.ucr.ac.cr/index.php/matematica/article/view/165 http://hdl.handle.net/10669/12801 |
| Summary: |
We begin with a short wiew of non parametric estimation of density and regression; then we give details and interpretation of a forecasting method, called non parametric forecasting . We show different aspects, technical as well as practical, and we compare the method with the Box and Jenkings methodology, over some examples.Keywords: Non ? parametric statistics, time series, forecasting, regression, Kernels. |
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