A regressive prediction model containing recursive kernel regression estimation 一种包含递归的核回归估计的回归预测模型
Perhaps there should be a corollary to linus law stating that some bugs are shallower than others, because those are exactly the ones that nightly kernel regression testing weeds out 或许linus法则应该有这样一个结论,有一些缺陷比其他缺陷更容易被发现,因为那些正是持续多日的内核回归测试所发现并处理的那些。
In this paper, we use nonparametric regression method in chinese financial time series, we also use both kernel regression after improving cross-validation function and local polynomial estimation of regression under mixing condition to study and analyze the volatility in chinese stock market 在本文中,我们把非参数回归的方法运用到我国实际的金融时间序列数据之中,讨论了我国股价指数收益率序列的易变性。而在用非参数回归进行估计时,选择合适的窗宽有着重要的意义。