Nonparametric estimation of time varying parameters under shape restrictions (Q262746): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2120878326
@@ Property / OpenAlex ID: W2120878326 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3718007
@@ Property / cites work: Q3718007 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in the Presence of Stochastic Parameter Variation
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+A likelihood approximation for locally stationary processes
+Normal rank
@@ Property / cites work @@
+Semiparametric approaches to signal extraction problems in economic time series
+Normal rank
@@ Property / cites work @@
+Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated
+Normal rank
@@ Property / cites work @@
+Q4191491
@@ Property / cites work: Q4191491 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Strong Mixing Property for Linear Sequences
+Normal rank
@@ Property / cites work @@
+Q3999325
@@ Property / cites work: Q3999325 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven bandwidth choice for density estimation based on dependent data
+Normal rank
@@ Property / cites work @@
+Q5750685
@@ Property / cites work: Q5750685 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
+Normal rank
@@ Property / cites work @@
+Specification of varying coefficient time series models via generalized flexible least squares
+Normal rank
@@ Property / cites work @@
+A general projection framework for constrained smoothing.
+Normal rank
@@ Property / cites work @@
+A nonparametric method to estimate time varying coefficients under seasonal constraints
+Normal rank
@@ Property / cites work @@
+An algorithm to estimate time-varying parameter SURE models under different types of restriction
+Normal rank
@@ Property / cites work @@
+CONSTRAINED SMOOTHING SPLINES
@@ Property / cites work: CONSTRAINED SMOOTHING SPLINES / rank @@
+Normal rank
@@ Property / cites work @@
+The Estimation of Stationary Stochastic Regression Parameters Reexamined
+Normal rank
@@ Property / cites work @@
+SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION
@@ Property / cites work: SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION / rank @@
+Normal rank
@@ Property / cites work @@
+On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
+Normal rank
@@ Property / cites work @@
+Quadratic errors for nonparametric estimates under dependence
+Normal rank
@@ Property / cites work @@
+Seasonal Adjustment and Relations Between Variables
+Normal rank
@@ Property / cites work @@
+Q4865051
@@ Property / cites work: Q4865051 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regression with Dependent Observations
@@ Property / cites work: Nonlinear Regression with Dependent Observations / rank @@
+Normal rank