Estimación no paramétrica de la densidad y de la regresión - previsión no paramétrica

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...

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Main Authors: Carbon, Michel, Francq, Christian
Format: Artículo
Language: Español
Published: 2015
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.