Park, B. U.; Kim, W. C.; Ruppert, D.; Jones, M. C.; Signorini, D. F.; Kohn, R. Simple transformation techniques for improved non-parametric regression. (English) Zbl 0881.62048 Scand. J. Stat. 24, No. 2, 145-163 (1997). MSC: 62G07 PDFBibTeX XMLCite \textit{B. U. Park} et al., Scand. J. Stat. 24, No. 2, 145--163 (1997; Zbl 0881.62048) Full Text: DOI
Kohn, Robert; Ansley, Craig F. A fast algorithm for signal extraction, influence and cross-validation in state space models. (English) Zbl 0664.62094 Biometrika 76, No. 1, 65-79 (1989). MSC: 62M10 62F15 65C99 PDFBibTeX XMLCite \textit{R. Kohn} and \textit{C. F. Ansley}, Biometrika 76, No. 1, 65--79 (1989; Zbl 0664.62094) Full Text: DOI
Ansley, Craig F.; Kohn, Robert Efficient generalized cross-validation for state space models. (English) Zbl 0612.62131 Biometrika 74, 139-148 (1987). Reviewer: E.J.Hannan MSC: 62M20 60G25 PDFBibTeX XMLCite \textit{C. F. Ansley} and \textit{R. Kohn}, Biometrika 74, 139--148 (1987; Zbl 0612.62131) Full Text: DOI
Ansley, Craig F.; Kohn, Robert On the rate of convergence of the innovation representation of a moving average process. (English) Zbl 0571.62083 Biometrika 72, 325-330 (1985). MSC: 62M10 PDFBibTeX XMLCite \textit{C. F. Ansley} and \textit{R. Kohn}, Biometrika 72, 325--330 (1985; Zbl 0571.62083) Full Text: DOI