Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation. Hart, J. Journal of the Royal Statistical Society. Series B (Methodological), 56(3):pp. 529-542, Wiley for the Royal Statistical Society, 1994. bibtex @article{Hart1994,
title = {Automated Kernel Smoothing of Dependent Data by Using Time Series Cross-Validation},
author = {Hart, J.D.},
journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
volume = {56},
number = {3},
pages = {pp. 529-542},
year = {1994},
publisher = {Wiley for the Royal Statistical Society},
copyright = {Copyright � 1994 Royal Statistical Society},
}
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