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

Abstract

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.